+818.4%
VOO vs ULTA
+1,935.4%
-1,117.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.9% | -0.2% |
| 7D | -0.4% | -1.8% | +1.4% | 0.0% |
| 30D | -1.4% | -1.2% | -0.1% | -1.3% |
| 3M | +3.7% | +13.4% | -9.7% | +0.7% |
| 6M | +13.0% | -15.6% | +28.7% | +16.2% |
| YTD | +12.4% | -10.4% | +22.9% | +13.9% |
| 1Y | +18.6% | +5.5% | +13.1% | +15.6% |
| 3Y | +78.1% | +31.0% | +47.1% | +61.6% |
| 5Y | +82.3% | +41.8% | +40.4% | +60.3% |
| 10Y | +322.5% | +127.0% | +195.6% | +214.8% |
| All | +818.4% | +1,935.4% | -1,117.0% | +333.0% |
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 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