+128.6%
ULTA vs BURL
+217.6%
-89.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.4% | +0.2% |
| 7D | +9.0% | -2.8% | +11.8% | +10.1% |
| 30D | +4.6% | -28.2% | +32.7% | +19.6% |
| 3M | +22.0% | -17.6% | +39.6% | +31.4% |
| 6M | -14.7% | -11.8% | -2.9% | -11.7% |
| YTD | -6.8% | -8.1% | +1.4% | -5.2% |
| 1Y | +6.5% | -12.0% | +18.5% | +9.0% |
| 3Y | +35.6% | +63.3% | -27.7% | +0.3% |
| 5Y | +47.6% | -10.8% | +58.4% | +36.6% |
| All | +128.6% | +217.6% | -89.0% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 10y: compounded portfolio wealth divided by compounded BURL 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…
10y analysis · Full analysis span regression · 6 months rolling