+125.6%
ULTA vs VYM
+209.2%
-83.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +1.3% |
| 7D | -3.1% | -0.8% | -2.3% | -2.2% |
| 30D | +2.8% | -2.2% | +5.0% | +5.5% |
| 3M | +14.8% | +3.1% | +11.7% | +11.0% |
| 6M | -16.2% | +9.7% | -25.9% | -24.6% |
| YTD | -9.6% | +14.9% | -24.5% | -22.8% |
| 1Y | +4.8% | +17.6% | -12.8% | -13.0% |
| 3Y | +30.7% | +65.3% | -34.6% | -26.6% |
| 5Y | +45.9% | +78.7% | -32.8% | -25.5% |
| All | +125.6% | +209.2% | -83.6% | -32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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