+192.7%
VSH vs ULTA
+132.3%
+60.4%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.1% | +4.1% | +5.4% |
| 7D | +4.8% | -3.1% | +7.8% | +6.0% |
| 30D | -0.7% | +2.8% | -3.5% | -2.1% |
| 3M | -43.1% | +14.8% | -57.8% | -46.3% |
| 6M | +91.8% | -16.2% | +108.0% | +101.8% |
| YTD | +131.6% | -9.6% | +141.2% | +136.3% |
| 1Y | +118.1% | +4.8% | +113.3% | +109.0% |
| 3Y | +40.9% | +30.7% | +10.2% | +19.5% |
| 5Y | +75.8% | +45.9% | +29.9% | +38.4% |
| All | +192.7% | +132.3% | +60.4% | +84.2% |
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