+222.7%
VT vs ULTA
+170.8%
+51.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.3% |
| 7D | +2.9% | +0.2% | +2.7% | +2.8% |
| 30D | -2.5% | +12.4% | -14.9% | -5.1% |
| 3M | -3.3% | +22.4% | -25.7% | -7.8% |
| 6M | +1.5% | +28.9% | -27.3% | -4.6% |
| YTD | +11.4% | +7.6% | +3.8% | +8.4% |
| 1Y | +11.9% | +21.6% | -9.7% | +5.6% |
| 3Y | +73.9% | +67.0% | +6.8% | +47.9% |
| 5Y | +57.9% | +64.2% | -6.3% | +32.6% |
| All | +222.7% | +170.8% | +51.9% | +121.7% |
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