+977.6%
VRT vs ULTA
+44.7%
+932.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -19.2% |
| 6M | -4.1% | -16.2% | +12.1% | +1.8% |
| YTD | +58.7% | -9.6% | +68.4% | +62.9% |
| 1Y | +89.6% | +4.8% | +84.9% | +81.1% |
| 3Y | +558.1% | +30.7% | +527.5% | +428.4% |
| All | +977.6% | +44.7% | +932.9% | +668.6% |
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