+1,216.9%
VST vs ULTA
+137.2%
+1,079.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.3% | +3.2% |
| 7D | +8.9% | +9.0% | -0.1% | +6.7% |
| 30D | +6.2% | +4.6% | +1.6% | +4.9% |
| 3M | -2.7% | +22.0% | -24.7% | -7.7% |
| 6M | -8.4% | -14.7% | +6.3% | -5.6% |
| YTD | -7.2% | -6.8% | -0.4% | -6.7% |
| 1Y | -20.9% | +6.5% | -27.4% | -23.6% |
| 3Y | +384.0% | +35.6% | +348.4% | +327.5% |
| 5Y | +757.1% | +47.6% | +709.4% | +622.3% |
| All | +1,216.9% | +137.2% | +1,079.7% | +809.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling