+1,232.7%
VST vs ULTA
+127.8%
+1,104.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.1% |
| 7D | +5.3% | -1.8% | +7.1% | +5.8% |
| 30D | +5.8% | -1.2% | +7.0% | +5.9% |
| 3M | +3.5% | +13.4% | -9.9% | -0.1% |
| 6M | -7.4% | -15.6% | +8.2% | -4.5% |
| YTD | -6.1% | -10.4% | +4.4% | -4.6% |
| 1Y | -21.6% | +5.5% | -27.1% | -24.2% |
| 3Y | +357.2% | +31.0% | +326.2% | +307.1% |
| 5Y | +777.0% | +41.8% | +735.2% | +646.2% |
| All | +1,232.7% | +127.8% | +1,104.9% | +829.4% |
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 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