+769.3%
VST vs ULTA
+47.1%
+722.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.3% | +3.3% |
| 7D | +8.9% | +9.0% | -0.1% | +7.0% |
| 30D | +6.2% | +4.6% | +1.6% | +5.1% |
| 3M | -2.7% | +22.0% | -24.7% | -7.1% |
| 6M | -8.4% | -14.7% | +6.3% | -5.9% |
| YTD | -7.2% | -6.8% | -0.4% | -6.6% |
| 1Y | -20.9% | +6.5% | -27.4% | -23.3% |
| 3Y | +384.0% | +35.6% | +348.4% | +325.7% |
| All | +769.3% | +47.1% | +722.2% | +623.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling