+484.0%
V vs ULTA
+174.9%
+309.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +0.9% |
| 7D | +0.9% | +2.5% | -1.5% | +0.3% |
| 30D | +9.0% | +11.5% | -2.5% | +5.9% |
| 3M | +16.7% | +28.1% | -11.4% | +9.2% |
| 6M | +33.4% | +34.2% | -0.8% | +22.8% |
| YTD | +22.4% | +9.2% | +13.2% | +17.9% |
| 1Y | +27.7% | +23.7% | +3.9% | +18.5% |
| 3Y | +78.0% | +69.2% | +8.8% | +45.7% |
| 5Y | +108.5% | +66.6% | +41.9% | +67.7% |
| All | +484.0% | +174.9% | +309.1% | +258.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 ULTA 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