+609.6%
VLO vs ULTA
+39.1%
+570.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.8% |
| 7D | +4.0% | -3.9% | +7.8% | +4.5% |
| 30D | +19.0% | -1.1% | +20.0% | +19.0% |
| 3M | +50.0% | +13.8% | +36.2% | +46.9% |
| 6M | +79.1% | -17.2% | +96.4% | +83.4% |
| YTD | +140.3% | -11.5% | +151.7% | +143.3% |
| 1Y | +148.3% | +3.9% | +144.4% | +144.4% |
| 3Y | +194.6% | +29.5% | +165.2% | +171.6% |
| 5Y | +609.6% | +42.9% | +566.7% | +525.9% |
| All | +609.6% | +39.1% | +570.5% | +525.9% |
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 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