-100.0%
VIVK vs ULTA
+31.2%
-131.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +2.1% | -9.5% | -7.7% |
| 7D | -4.4% | -3.1% | -1.3% | -4.0% |
| 30D | -40.8% | +2.8% | -43.6% | -41.1% |
| 3M | -94.1% | +14.8% | -108.9% | -94.3% |
| 6M | -98.2% | -16.2% | -82.0% | -98.1% |
| YTD | -98.0% | -9.6% | -88.4% | -98.0% |
| 1Y | -100.0% | +4.8% | -104.7% | -100.0% |
| 3Y | -100.0% | +30.7% | -130.7% | -100.0% |
| All | -100.0% | +31.2% | -131.2% | -100.0% |
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