+359.1%
VST vs ULTA
+32.1%
+327.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.6% | +4.3% | +2.1% |
| 7D | +9.9% | +0.7% | +9.2% | +9.7% |
| 30D | +7.9% | -2.8% | +10.7% | +8.4% |
| 3M | +3.4% | +18.7% | -15.2% | -0.3% |
| 6M | -4.1% | -15.0% | +10.9% | -1.6% |
| YTD | -5.7% | -9.2% | +3.5% | -4.7% |
| 1Y | -18.9% | +5.7% | -24.5% | -21.2% |
| 3Y | +359.1% | +32.8% | +326.3% | +282.3% |
| All | +359.1% | +32.1% | +327.0% | +282.3% |
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