+2,486.9%
VRT vs ULTA
+134.0%
+2,352.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.1% | +1.5% | +2.8% |
| 7D | -8.4% | -3.1% | -5.3% | -7.2% |
| 30D | -10.9% | +2.8% | -13.7% | -12.1% |
| 3M | -13.7% | +14.8% | -28.5% | -19.1% |
| 6M | -4.1% | -16.2% | +12.1% | +1.1% |
| YTD | +58.7% | -9.6% | +68.4% | +62.3% |
| 1Y | +89.6% | +4.8% | +84.9% | +81.5% |
| 3Y | +558.1% | +30.7% | +527.5% | +450.3% |
| 5Y | +953.0% | +45.9% | +907.1% | +734.7% |
| All | +2,486.9% | +134.0% | +2,352.8% | +1,386.4% |
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