+222.3%
VT vs ULTA
+124.2%
+98.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | +0.1% |
| 7D | +1.0% | +0.7% | +0.4% | +0.9% |
| 30D | -0.2% | -2.8% | +2.6% | +0.2% |
| 3M | +4.5% | +18.7% | -14.1% | +0.3% |
| 6M | +14.1% | -15.0% | +29.1% | +17.3% |
| YTD | +14.8% | -9.2% | +24.0% | +16.1% |
| 1Y | +21.2% | +5.7% | +15.5% | +18.0% |
| 3Y | +76.6% | +32.8% | +43.8% | +58.5% |
| 5Y | +66.6% | +46.0% | +20.6% | +43.5% |
| 10Y | +222.3% | +125.5% | +96.8% | +133.9% |
| All | +222.3% | +124.2% | +98.0% | +133.9% |
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