-79.0%
VFC vs ULTA
+39.1%
-118.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.4% | -0.9% |
| 7D | -3.3% | -3.9% | +0.6% | -1.2% |
| 30D | -14.0% | -1.1% | -13.0% | -13.8% |
| 3M | -22.6% | +13.8% | -36.3% | -28.4% |
| 6M | -24.7% | -17.2% | -7.5% | -18.0% |
| YTD | -29.0% | -11.5% | -17.5% | -25.8% |
| 1Y | -13.8% | +3.9% | -17.7% | -18.2% |
| 3Y | -28.2% | +29.5% | -57.7% | -42.8% |
| 5Y | -79.0% | +42.9% | -121.9% | -84.5% |
| All | -79.0% | +39.1% | -118.1% | -84.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling