+32.8%
VSH vs ULTA
+28.6%
+4.2%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.6% |
| 7D | +3.1% | -3.9% | +6.9% | +4.4% |
| 30D | -5.7% | -1.1% | -4.7% | -5.6% |
| 3M | -42.5% | +13.8% | -56.3% | -45.2% |
| 6M | +82.7% | -17.2% | +99.9% | +93.7% |
| YTD | +118.2% | -11.5% | +129.7% | +124.8% |
| 1Y | +109.7% | +3.9% | +105.8% | +101.4% |
| All | +32.8% | +28.6% | +4.2% | +3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling