+42.5%
ULTA vs VLTO
+27.2%
+15.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.8% |
| 7D | +9.0% | -2.3% | +11.3% | +9.9% |
| 30D | +4.6% | -0.9% | +5.4% | +4.9% |
| 3M | +22.0% | +13.8% | +8.1% | +16.3% |
| 6M | -14.7% | +2.0% | -16.7% | -15.5% |
| YTD | -6.8% | -3.2% | -3.6% | -5.9% |
| 1Y | +6.5% | -9.2% | +15.7% | +10.1% |
| All | +42.5% | +27.2% | +15.3% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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