+27.9%
ULTA vs BTG
+24.4%
+3.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +8.7% | -4.7% | +3.2% |
| 7D | +6.7% | -0.2% | +6.9% | +6.6% |
| 30D | +21.7% | -0.8% | +22.5% | +21.5% |
| 3M | +21.5% | +31.8% | -10.4% | +17.0% |
| 6M | +27.5% | +20.4% | +7.1% | +23.3% |
| YTD | +9.2% | +14.7% | -5.5% | +5.0% |
| 1Y | +27.9% | +29.4% | -1.5% | +19.8% |
| All | +27.9% | +24.4% | +3.5% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded BTG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling