+1,121.2%
VST vs ULTA
+182.2%
+938.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | -6.0% | +4.6% | -10.7% | -7.1% |
| 30D | -18.8% | +16.5% | -35.3% | -21.9% |
| 3M | -8.0% | +21.1% | -29.1% | -12.7% |
| 6M | -10.9% | +27.4% | -38.3% | -16.7% |
| YTD | -18.3% | +9.8% | -28.1% | -21.4% |
| 1Y | -29.9% | +28.6% | -58.5% | -35.6% |
| 3Y | +290.3% | +70.5% | +219.8% | +224.1% |
| 5Y | +635.3% | +69.8% | +565.5% | +496.8% |
| All | +1,121.2% | +182.2% | +938.9% | +729.9% |
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