+69.2%
ULTA vs BURL
+87.4%
-18.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.6% | +5.1% | +2.6% |
| 7D | +2.5% | -1.6% | +4.0% | +2.9% |
| 30D | +11.5% | -7.7% | +19.3% | +14.1% |
| 3M | +28.1% | -31.7% | +59.8% | +43.0% |
| 6M | +34.2% | -15.2% | +49.4% | +39.2% |
| YTD | +9.2% | -15.9% | +25.1% | +13.3% |
| 1Y | +23.7% | -14.2% | +38.0% | +27.0% |
| 3Y | +69.2% | +93.5% | -24.3% | +52.7% |
| All | +69.2% | +87.4% | -18.3% | +52.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling