+30.7%
ULTA vs VCLT
+11.4%
+19.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.0% | +2.1% |
| 7D | -3.1% | -1.4% | -1.7% | -2.1% |
| 30D | +2.8% | -1.2% | +4.0% | +3.7% |
| 3M | +14.8% | -4.8% | +19.5% | +18.6% |
| 6M | -16.2% | -2.6% | -13.6% | -14.6% |
| YTD | -9.6% | -3.3% | -6.3% | -7.5% |
| 1Y | +4.8% | -4.8% | +9.6% | +8.2% |
| 3Y | +30.7% | +11.5% | +19.2% | +23.0% |
| All | +30.7% | +11.4% | +19.3% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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