+46.9%
ULTA vs VYM
+77.5%
-30.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +1.4% |
| 7D | -3.1% | -0.8% | -2.3% | -2.3% |
| 30D | +2.8% | -2.2% | +5.0% | +5.2% |
| 3M | +14.8% | +3.1% | +11.7% | +11.4% |
| 6M | -16.2% | +9.7% | -25.9% | -23.7% |
| YTD | -9.6% | +14.9% | -24.5% | -21.5% |
| 1Y | +4.8% | +17.6% | -12.8% | -11.2% |
| 3Y | +30.7% | +65.3% | -34.6% | -21.8% |
| All | +46.9% | +77.5% | -30.6% | -16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling