+924.9%
VLO vs ULTA
+132.3%
+792.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.8% | +0.6% |
| 7D | +5.3% | -3.1% | +8.4% | +6.4% |
| 30D | +18.2% | +2.8% | +15.4% | +16.7% |
| 3M | +53.3% | +14.8% | +38.6% | +44.9% |
| 6M | +70.4% | -16.2% | +86.7% | +78.0% |
| YTD | +143.4% | -9.6% | +153.0% | +146.8% |
| 1Y | +153.0% | +4.8% | +148.2% | +141.2% |
| 3Y | +195.0% | +30.7% | +164.3% | +144.6% |
| 5Y | +618.8% | +45.9% | +572.9% | +434.6% |
| All | +924.9% | +132.3% | +792.6% | +467.9% |
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