+56.8%
ULTA vs VSXY
+33.4%
+23.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +1.9% | -0.6% |
| 7D | -3.9% | -0.3% | -3.5% | -3.8% |
| 30D | -1.1% | -22.1% | +21.0% | +2.9% |
| 3M | +13.8% | -1.1% | +14.9% | +13.5% |
| 6M | -17.2% | +53.8% | -71.1% | -25.3% |
| YTD | -11.5% | +35.5% | -46.9% | -18.7% |
| 1Y | +3.9% | +186.0% | -182.1% | -16.9% |
| 3Y | +29.5% | +343.2% | -313.7% | -10.4% |
| 5Y | +42.9% | +19.0% | +23.9% | +21.2% |
| All | +56.8% | +33.4% | +23.3% | +29.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling