+42.9%
ULTA vs VO
+40.2%
+2.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.3% |
| 7D | -3.9% | -2.5% | -1.4% | -1.6% |
| 30D | -1.1% | -3.2% | +2.2% | +1.9% |
| 3M | +13.8% | +3.9% | +9.9% | +9.7% |
| 6M | -17.2% | +9.6% | -26.9% | -24.2% |
| YTD | -11.5% | +11.6% | -23.1% | -20.3% |
| 1Y | +3.9% | +12.6% | -8.7% | -7.4% |
| 3Y | +29.5% | +55.4% | -25.9% | -14.7% |
| 5Y | +42.9% | +41.8% | +1.1% | +7.3% |
| All | +42.9% | +40.2% | +2.7% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 5y: compounded portfolio wealth divided by compounded VO 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…
5y analysis · Full analysis span regression · 6 months rolling