+30.7%
ULTA vs VSXY
+352.7%
-322.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.1% | -1.0% | +1.6% |
| 7D | -3.1% | +0.1% | -3.2% | -3.1% |
| 30D | +2.8% | -18.7% | +21.5% | +5.9% |
| 3M | +14.8% | -4.0% | +18.7% | +15.0% |
| 6M | -16.2% | +67.5% | -83.7% | -24.8% |
| YTD | -9.6% | +39.7% | -49.3% | -16.8% |
| 1Y | +4.8% | +180.0% | -175.2% | -14.6% |
| 3Y | +30.7% | +337.3% | -306.6% | -1.9% |
| All | +30.7% | +352.7% | -322.0% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 3y: compounded portfolio wealth divided by compounded VSXY 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…
3y analysis · Full analysis span regression · 6 months rolling