+42.9%
ULTA vs BUD
+44.8%
-1.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | -3.9% | -3.2% | -0.7% | -2.9% |
| 30D | -1.1% | -3.7% | +2.6% | 0.0% |
| 3M | +13.8% | -4.4% | +18.2% | +15.2% |
| 6M | -17.2% | +7.7% | -25.0% | -19.3% |
| YTD | -11.5% | +23.1% | -34.5% | -17.2% |
| 1Y | +3.9% | +33.6% | -29.7% | -5.3% |
| 3Y | +29.5% | +44.7% | -15.2% | +12.6% |
| 5Y | +42.9% | +44.9% | -2.0% | +21.9% |
| All | +42.9% | +44.8% | -1.9% | +21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 5y: compounded portfolio wealth divided by compounded BUD 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…
5y analysis · Full analysis span regression · 6 months rolling