+29.8%
VCIT vs ULTA
+122.7%
-92.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.2% | -0.1% |
| 7D | -0.2% | -1.8% | +1.6% | -0.1% |
| 30D | -0.5% | -1.2% | +0.7% | -0.5% |
| 3M | -0.9% | +13.4% | -14.3% | -1.3% |
| 6M | -1.9% | -15.6% | +13.7% | -1.6% |
| YTD | -1.0% | -10.4% | +9.5% | -0.8% |
| 1Y | +0.2% | +5.5% | -5.2% | -0.1% |
| 3Y | +19.0% | +31.0% | -12.0% | +17.5% |
| 5Y | +3.1% | +41.8% | -38.8% | +1.4% |
| 10Y | +29.8% | +127.0% | -97.2% | +25.0% |
| All | +29.8% | +122.7% | -92.9% | +25.0% |
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