+172.8%
ULTA vs BURL
+246.8%
-74.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.1% |
| 7D | +0.7% | +4.1% | -3.4% | -1.0% |
| 30D | +18.2% | -9.5% | +27.7% | +23.0% |
| 3M | +19.7% | -33.5% | +53.2% | +40.7% |
| 6M | +20.5% | -22.1% | +42.6% | +31.3% |
| YTD | +6.6% | -14.6% | +21.1% | +11.1% |
| 1Y | +26.5% | -8.4% | +34.8% | +27.0% |
| 3Y | +67.0% | +86.6% | -19.5% | +16.0% |
| 5Y | +64.5% | -17.2% | +81.7% | +56.8% |
| All | +172.8% | +246.8% | -74.0% | +46.0% |
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