-68.5%
VFC vs ULTA
+132.3%
-200.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.1% | +2.3% | +3.4% |
| 7D | -1.4% | -3.1% | +1.7% | 0.0% |
| 30D | -9.0% | +2.8% | -11.8% | -10.4% |
| 3M | -24.2% | +14.8% | -38.9% | -29.2% |
| 6M | -18.5% | -16.2% | -2.3% | -12.9% |
| YTD | -25.9% | -9.6% | -16.2% | -23.6% |
| 1Y | -13.0% | +4.8% | -17.8% | -16.5% |
| 3Y | -20.3% | +30.7% | -51.0% | -32.1% |
| 5Y | -78.1% | +45.9% | -124.0% | -82.4% |
| All | -68.5% | +132.3% | -200.8% | -80.1% |
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