+800.0%
VGT vs ULTA
+132.3%
+667.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.1% | -0.9% | +0.7% |
| 7D | -0.2% | -3.1% | +2.9% | +0.6% |
| 30D | -0.4% | +2.8% | -3.2% | -1.3% |
| 3M | +4.4% | +14.8% | -10.3% | +0.3% |
| 6M | +32.1% | -16.2% | +48.3% | +36.9% |
| YTD | +28.8% | -9.6% | +38.4% | +30.6% |
| 1Y | +35.3% | +4.8% | +30.6% | +31.3% |
| 3Y | +124.8% | +30.7% | +94.1% | +99.2% |
| 5Y | +137.9% | +45.9% | +92.0% | +101.8% |
| All | +800.0% | +132.3% | +667.7% | +540.3% |
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 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