+112.0%
VSH vs ULTA
+6.6%
+105.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.3% | +3.2% | +4.2% |
| 7D | +4.1% | +9.0% | -5.0% | +2.7% |
| 30D | -4.2% | +4.6% | -8.7% | -4.4% |
| 3M | -50.0% | +22.0% | -71.9% | -51.2% |
| 6M | +80.2% | -14.7% | +94.9% | +88.6% |
| YTD | +121.1% | -6.8% | +127.8% | +124.8% |
| 1Y | +112.0% | +6.5% | +105.5% | +109.6% |
| All | +112.0% | +6.6% | +105.4% | +109.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling