+139.6%
VIAV vs ULTA
+44.7%
+95.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.1% | +1.5% | +3.2% |
| 7D | +11.2% | -3.1% | +14.2% | +11.8% |
| 30D | -10.1% | +2.8% | -12.9% | -10.9% |
| 3M | -22.9% | +14.8% | -37.6% | -25.8% |
| 6M | +28.8% | -16.2% | +45.0% | +33.3% |
| YTD | +117.5% | -9.6% | +127.1% | +120.0% |
| 1Y | +216.1% | +4.8% | +211.3% | +206.4% |
| 3Y | +292.2% | +30.7% | +261.5% | +243.7% |
| All | +139.6% | +44.7% | +95.0% | +92.8% |
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