-22.0%
VST vs ULTA
+23.0%
-45.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.0% |
| 7D | +6.6% | +2.5% | +4.1% | +6.7% |
| 30D | -12.4% | +11.5% | -23.9% | -11.8% |
| 3M | -9.0% | +28.1% | -37.1% | -8.1% |
| 6M | -6.4% | +34.2% | -40.7% | -5.4% |
| YTD | -17.2% | +9.2% | -26.4% | -16.0% |
| 1Y | -22.0% | +23.7% | -45.8% | -15.9% |
| All | -22.0% | +23.0% | -45.0% | -15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling