+262.4%
VST vs ULTA
+65.9%
+196.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.8% | +11.3% | +10.7% |
| 7D | -9.8% | +0.7% | -10.5% | -10.0% |
| 30D | -25.1% | +18.2% | -43.3% | -27.5% |
| 3M | -11.6% | +19.7% | -31.3% | -14.7% |
| 6M | -20.9% | +20.5% | -41.4% | -23.9% |
| YTD | -22.3% | +6.6% | -28.9% | -23.8% |
| 1Y | -32.0% | +26.5% | -58.5% | -36.2% |
| 3Y | +262.4% | +67.0% | +195.3% | +194.0% |
| All | +262.4% | +65.9% | +196.5% | +194.0% |
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