+11.6%
VFC vs ULTA
+1,583.0%
-1,571.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.6% | +0.8% | -1.0% |
| 7D | +0.8% | +0.7% | +0.2% | +0.6% |
| 30D | -11.9% | -2.8% | -9.1% | -11.3% |
| 3M | -20.2% | +18.7% | -38.8% | -24.6% |
| 6M | -23.0% | -15.0% | -8.0% | -19.7% |
| YTD | -26.2% | -9.2% | -17.0% | -24.7% |
| 1Y | -13.3% | +5.7% | -19.0% | -15.7% |
| 3Y | -25.5% | +32.8% | -58.2% | -32.8% |
| 5Y | -78.1% | +46.0% | -124.1% | -80.9% |
| 10Y | -68.8% | +125.5% | -194.3% | -77.2% |
| All | +11.6% | +1,583.0% | -1,571.3% | -63.3% |
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