+53.4%
VT vs ULTA
+64.6%
-11.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | -2.3% | +0.7% | -3.0% | -2.4% |
| 30D | -5.0% | +18.2% | -23.2% | -8.3% |
| 3M | -4.9% | +19.7% | -24.5% | -8.6% |
| 6M | -1.5% | +20.5% | -22.0% | -5.7% |
| YTD | +8.5% | +6.6% | +1.9% | +6.1% |
| 1Y | +11.4% | +26.5% | -15.1% | +4.3% |
| 3Y | +70.1% | +67.0% | +3.0% | +42.2% |
| All | +53.4% | +64.6% | -11.2% | +23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling