+219.8%
VT vs ULTA
+193.5%
+26.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.2% | -0.6% | +1.9% |
| 7D | +0.4% | +4.3% | -4.0% | -0.5% |
| 30D | -2.6% | +16.6% | -19.2% | -5.9% |
| 3M | -3.2% | +17.7% | -20.9% | -6.9% |
| 6M | +0.9% | +27.5% | -26.6% | -4.9% |
| YTD | +11.3% | +9.9% | +1.4% | +7.8% |
| 1Y | +14.0% | +28.5% | -14.5% | +6.2% |
| 3Y | +75.8% | +71.1% | +4.8% | +48.8% |
| 5Y | +57.8% | +68.3% | -10.5% | +31.8% |
| 10Y | +219.8% | +181.4% | +38.4% | +118.8% |
| All | +219.8% | +193.5% | +26.3% | +118.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling