+221.0%
VT vs ULTA
+182.2%
+38.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -0.1% | +4.6% | -4.8% | -1.1% |
| 30D | -3.1% | +16.5% | -19.5% | -6.3% |
| 3M | -3.5% | +21.1% | -24.6% | -7.7% |
| 6M | +0.5% | +27.4% | -26.9% | -5.3% |
| YTD | +10.8% | +9.8% | +1.0% | +7.3% |
| 1Y | +11.9% | +28.6% | -16.7% | +4.2% |
| 3Y | +73.0% | +70.5% | +2.5% | +46.4% |
| 5Y | +58.6% | +69.8% | -11.2% | +32.2% |
| All | +221.0% | +182.2% | +38.7% | +119.7% |
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