+379.1%
V vs ULTA
+132.3%
+246.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.2% | +0.4% |
| 7D | -1.2% | -3.1% | +1.8% | -0.4% |
| 30D | +3.1% | +2.8% | +0.3% | +2.2% |
| 3M | +16.3% | +14.8% | +1.6% | +11.8% |
| 6M | +20.4% | -16.2% | +36.6% | +24.7% |
| YTD | +6.3% | -9.6% | +15.9% | +7.6% |
| 1Y | +8.7% | +4.8% | +3.9% | +5.3% |
| 3Y | +53.3% | +30.7% | +22.6% | +34.9% |
| 5Y | +71.1% | +45.9% | +25.2% | +42.0% |
| All | +379.1% | +132.3% | +246.8% | +217.7% |
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