+125.6%
ULTA vs VICR
+1,679.8%
-1,554.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +11.2% | -9.1% | +0.7% |
| 7D | -3.1% | +5.0% | -8.0% | -3.7% |
| 30D | +2.8% | -12.5% | +15.3% | +4.1% |
| 3M | +14.8% | -33.6% | +48.4% | +18.6% |
| 6M | -16.2% | +10.7% | -26.9% | -21.4% |
| YTD | -9.6% | +80.6% | -90.2% | -21.9% |
| 1Y | +4.8% | +288.4% | -283.6% | -20.5% |
| 3Y | +30.7% | +213.8% | -183.1% | -3.7% |
| 5Y | +45.9% | +58.8% | -13.0% | +12.1% |
| All | +125.6% | +1,679.8% | -1,554.2% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 10y: compounded portfolio wealth divided by compounded VICR 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…
10y analysis · Full analysis span regression · 6 months rolling