+152.5%
VEA vs ULTA
+1,541.3%
-1,388.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.0% |
| 7D | -2.1% | -3.9% | +1.8% | -1.3% |
| 30D | -1.1% | -1.1% | 0.0% | -1.0% |
| 3M | +5.1% | +13.8% | -8.7% | +2.2% |
| 6M | +9.8% | -17.2% | +27.0% | +13.0% |
| YTD | +15.9% | -11.5% | +27.4% | +17.6% |
| 1Y | +24.6% | +3.9% | +20.6% | +22.2% |
| 3Y | +75.5% | +29.5% | +46.1% | +61.5% |
| 5Y | +59.4% | +42.9% | +16.5% | +41.6% |
| 10Y | +160.3% | +124.4% | +36.0% | +98.6% |
| All | +152.5% | +1,541.3% | -1,388.8% | +4.5% |
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