+1,754.1%
ULTA vs ITOT
+597.1%
+1,157.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.2% | +1.2% |
| 7D | -3.1% | -0.9% | -2.2% | -2.1% |
| 30D | +2.8% | -1.5% | +4.3% | +4.4% |
| 3M | +14.8% | +3.6% | +11.2% | +10.2% |
| 6M | -16.2% | +13.7% | -29.9% | -27.4% |
| YTD | -9.6% | +12.9% | -22.6% | -21.2% |
| 1Y | +4.8% | +17.2% | -12.4% | -12.5% |
| 3Y | +30.7% | +75.6% | -44.9% | -30.3% |
| 5Y | +45.9% | +75.5% | -29.6% | -22.8% |
| 10Y | +129.0% | +302.0% | -172.9% | -50.7% |
| All | +1,754.1% | +597.1% | +1,157.0% | +152.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling