+654.4%
VRT vs ULTA
+65.2%
+589.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.5% | -5.1% | -4.2% |
| 7D | +10.5% | +2.5% | +8.0% | +9.5% |
| 30D | -9.3% | +11.5% | -20.8% | -13.5% |
| 3M | -29.6% | +28.1% | -57.7% | -36.8% |
| 6M | -45.4% | +34.2% | -79.6% | -52.4% |
| YTD | +24.8% | +9.2% | +15.6% | +18.1% |
| 1Y | +23.6% | +23.7% | -0.1% | +10.0% |
| 3Y | +379.7% | +69.2% | +310.5% | +233.8% |
| All | +654.4% | +65.2% | +589.2% | +391.1% |
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