+3,034.4%
ULTA vs VCLT
+100.6%
+2,933.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | 0.0% | -0.8% |
| 7D | -3.9% | -1.3% | -2.6% | -3.5% |
| 30D | -1.1% | -1.1% | +0.1% | -0.7% |
| 3M | +13.8% | -3.7% | +17.5% | +14.9% |
| 6M | -17.2% | -4.0% | -13.2% | -16.3% |
| YTD | -11.5% | -3.4% | -8.1% | -10.6% |
| 1Y | +3.9% | -4.1% | +8.1% | +5.1% |
| 3Y | +29.5% | +11.0% | +18.5% | +26.7% |
| 5Y | +42.9% | -17.0% | +59.9% | +44.8% |
| 10Y | +124.4% | +16.7% | +107.7% | +137.9% |
| All | +3,034.4% | +100.6% | +2,933.8% | +4,646.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling