+4,561.1%
ULTA vs BTG
+371.8%
+4,189.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.7% | -1.0% |
| 7D | -3.9% | -5.5% | +1.6% | -3.6% |
| 30D | -1.1% | +6.1% | -7.2% | -1.4% |
| 3M | +13.8% | +38.6% | -24.9% | +11.9% |
| 6M | -17.2% | +0.7% | -17.9% | -17.6% |
| YTD | -11.5% | +20.3% | -31.8% | -12.7% |
| 1Y | +3.9% | +25.0% | -21.1% | +2.1% |
| 3Y | +29.5% | +97.3% | -67.8% | +23.9% |
| 5Y | +42.9% | +78.3% | -35.4% | +36.6% |
| 10Y | +124.4% | +151.6% | -27.3% | +108.4% |
| All | +4,561.1% | +371.8% | +4,189.3% | +3,953.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling