+95.8%
VCIT vs ULTA
+3,838.1%
-3,742.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +0.1% | +4.6% | -4.5% | 0.0% |
| 30D | +1.1% | +16.5% | -15.4% | +0.9% |
| 3M | -1.4% | +21.1% | -22.5% | -1.6% |
| 6M | -2.3% | +27.4% | -29.7% | -2.7% |
| YTD | -1.8% | +9.8% | -11.6% | -2.0% |
| 1Y | -1.0% | +28.6% | -29.6% | -1.4% |
| 3Y | +19.3% | +70.5% | -51.2% | +18.2% |
| 5Y | +3.8% | +69.8% | -66.0% | +2.8% |
| 10Y | +30.6% | +180.8% | -150.2% | +28.7% |
| All | +95.8% | +3,838.1% | -3,742.4% | +99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling