+285.2%
VSH vs ULTA
+1,583.0%
-1,297.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | -0.2% |
| 7D | +6.2% | +0.7% | +5.6% | +6.0% |
| 30D | -11.1% | -2.8% | -8.3% | -10.6% |
| 3M | -44.9% | +18.7% | -63.6% | -48.2% |
| 6M | +90.0% | -15.0% | +105.0% | +97.2% |
| YTD | +118.8% | -9.2% | +128.0% | +122.1% |
| 1Y | +109.0% | +5.7% | +103.3% | +101.3% |
| 3Y | +35.6% | +32.8% | +2.9% | +18.7% |
| 5Y | +66.7% | +46.0% | +20.7% | +38.6% |
| 10Y | +167.9% | +125.5% | +42.5% | +81.3% |
| All | +285.2% | +1,583.0% | -1,297.8% | -7.5% |
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