+1,737.4%
ULTA vs VIG
+515.5%
+1,222.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -0.7% |
| 7D | -1.8% | -1.2% | -0.6% | -0.4% |
| 30D | -1.2% | -2.8% | +1.6% | +2.3% |
| 3M | +13.4% | +2.5% | +10.9% | +10.1% |
| 6M | -15.6% | +8.1% | -23.7% | -23.2% |
| YTD | -10.4% | +9.6% | -20.0% | -19.9% |
| 1Y | +5.5% | +14.2% | -8.7% | -10.4% |
| 3Y | +31.0% | +56.1% | -25.1% | -23.7% |
| 5Y | +41.8% | +62.8% | -21.0% | -21.6% |
| 10Y | +127.0% | +248.2% | -121.2% | -49.3% |
| All | +1,737.4% | +515.5% | +1,222.0% | +144.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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