+2,826.7%
VRT vs ULTA
+135.1%
+2,691.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.6% | +6.3% | +4.7% |
| 7D | +13.6% | +0.7% | +13.0% | +13.3% |
| 30D | +6.8% | -2.8% | +9.6% | +7.5% |
| 3M | -3.2% | +18.7% | -21.9% | -10.5% |
| 6M | +20.3% | -15.0% | +35.4% | +26.1% |
| YTD | +79.6% | -9.2% | +88.8% | +83.1% |
| 1Y | +139.0% | +5.7% | +133.3% | +127.8% |
| 3Y | +644.6% | +32.8% | +611.8% | +518.0% |
| 5Y | +1,024.4% | +46.0% | +978.4% | +790.2% |
| All | +2,826.7% | +135.1% | +2,691.6% | +1,577.4% |
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 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