+124.0%
VRSK vs ULTA
+132.3%
-8.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | -0.2% |
| 7D | -5.2% | -3.1% | -2.1% | -4.6% |
| 30D | -2.3% | +2.8% | -5.1% | -2.9% |
| 3M | -2.9% | +14.8% | -17.7% | -5.4% |
| 6M | -12.8% | -16.2% | +3.4% | -10.6% |
| YTD | -20.8% | -9.6% | -11.2% | -20.1% |
| 1Y | -33.2% | +4.8% | -38.0% | -34.6% |
| 3Y | -26.6% | +30.7% | -57.3% | -33.0% |
| 5Y | -11.3% | +45.9% | -57.2% | -22.2% |
| All | +124.0% | +132.3% | -8.3% | +66.0% |
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 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