+6.5%
ULTA vs ITOT
+20.8%
-14.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | +9.0% | +0.1% | +8.9% | +8.9% |
| 30D | +4.6% | 0.0% | +4.6% | +4.5% |
| 3M | +22.0% | +2.0% | +20.0% | +20.7% |
| 6M | -14.7% | +13.0% | -27.7% | -21.2% |
| YTD | -6.8% | +14.0% | -20.7% | -14.5% |
| 1Y | +6.5% | +19.9% | -13.4% | -4.5% |
| All | +6.5% | +20.8% | -14.3% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 1y: compounded portfolio wealth divided by compounded ITOT 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…
1y analysis · Full analysis span regression · 6 months rolling