+181.4%
ULTA vs VT
+223.7%
-42.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.6% | +0.6% | +0.3% |
| 7D | +4.3% | +0.4% | +4.0% | +3.8% |
| 30D | +16.6% | -2.6% | +19.2% | +19.8% |
| 3M | +17.7% | -3.2% | +20.9% | +21.7% |
| 6M | +27.5% | +0.9% | +26.6% | +25.2% |
| YTD | +9.9% | +11.3% | -1.4% | -3.7% |
| 1Y | +28.5% | +14.0% | +14.5% | +9.4% |
| 3Y | +71.1% | +75.8% | -4.8% | -11.9% |
| 5Y | +68.3% | +57.8% | +10.5% | -1.0% |
| 10Y | +181.4% | +219.8% | -38.4% | -22.0% |
| All | +181.4% | +223.7% | -42.3% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling