+225.7%
VIK vs ULTA
+35.6%
+190.1%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.1% | -0.9% | +0.6% |
| 7D | -0.9% | -3.1% | +2.1% | -0.1% |
| 30D | -18.4% | +2.8% | -21.2% | -19.3% |
| 3M | -8.8% | +14.8% | -23.5% | -13.1% |
| 6M | +17.1% | -16.2% | +33.4% | +22.7% |
| YTD | +19.0% | -9.6% | +28.7% | +21.3% |
| 1Y | +30.1% | +4.8% | +25.4% | +25.0% |
| All | +225.7% | +35.6% | +190.1% | +173.1% |
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 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