-50.2%
VG vs ULTA
+59.2%
-109.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.2% | -0.8% | +2.0% |
| 7D | -8.3% | +4.3% | -12.6% | -8.7% |
| 30D | -10.3% | +16.6% | -26.9% | -11.9% |
| 3M | -10.8% | +17.7% | -28.5% | -12.6% |
| 6M | +3.5% | +27.5% | -24.1% | +0.6% |
| YTD | +74.0% | +9.9% | +64.0% | +72.0% |
| 1Y | +48.9% | +28.5% | +20.4% | +36.3% |
| All | -50.2% | +59.2% | -109.4% | -62.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling