+270.7%
VMC vs ULTA
+1,583.0%
-1,312.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.6% | +1.0% | -1.0% |
| 7D | -0.5% | +0.7% | -1.2% | -0.7% |
| 30D | -9.1% | -2.8% | -6.3% | -8.6% |
| 3M | -4.1% | +18.7% | -22.8% | -8.6% |
| 6M | -5.5% | -15.0% | +9.5% | -2.3% |
| YTD | -8.9% | -9.2% | +0.3% | -7.6% |
| 1Y | -12.9% | +5.7% | -18.6% | -15.6% |
| 3Y | +22.1% | +32.8% | -10.6% | +8.2% |
| 5Y | +52.7% | +46.0% | +6.8% | +29.5% |
| 10Y | +152.7% | +125.5% | +27.3% | +76.0% |
| All | +270.7% | +1,583.0% | -1,312.2% | +10.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling