+52.0%
V vs ULTA
+28.6%
+23.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.1% |
| 7D | -3.0% | -3.9% | +0.8% | -2.6% |
| 30D | +1.2% | -1.1% | +2.3% | +1.3% |
| 3M | +13.9% | +13.8% | +0.1% | +11.8% |
| 6M | +17.2% | -17.2% | +34.5% | +19.7% |
| YTD | +5.3% | -11.5% | +16.8% | +6.3% |
| 1Y | +9.5% | +3.9% | +5.6% | +7.5% |
| All | +52.0% | +28.6% | +23.4% | +39.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling