+98.0%
VCIT vs ULTA
+3,243.7%
-3,145.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | 0.0% |
| 7D | -0.3% | +9.0% | -9.4% | -0.5% |
| 30D | -0.8% | +4.6% | -5.3% | -0.8% |
| 3M | -1.0% | +22.0% | -23.0% | -1.3% |
| 6M | -1.8% | -14.7% | +12.9% | -1.7% |
| YTD | -0.7% | -6.8% | +6.1% | -0.7% |
| 1Y | +1.0% | +6.5% | -5.6% | +0.8% |
| 3Y | +18.8% | +35.6% | -16.8% | +18.1% |
| 5Y | +3.5% | +47.6% | -44.2% | +2.7% |
| 10Y | +29.2% | +128.9% | -99.7% | +27.7% |
| All | +98.0% | +3,243.7% | -3,145.7% | +102.2% |
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