+59.7%
VIK vs ULTA
+27.7%
+32.0%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.1% | +2.1% | +5.5% |
| 7D | +5.4% | +6.7% | -1.3% | +4.2% |
| 30D | +12.5% | +21.7% | -9.2% | +9.0% |
| 3M | -15.2% | +21.5% | -36.7% | -17.7% |
| 6M | +15.4% | +27.5% | -12.2% | +10.7% |
| YTD | +27.7% | +9.2% | +18.5% | +25.9% |
| 1Y | +59.7% | +27.9% | +31.8% | +55.1% |
| All | +59.7% | +27.7% | +32.0% | +55.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling