+363.8%
VT vs ULTA
+5,839.9%
-5,476.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.3% |
| 7D | -0.7% | -0.2% | -0.5% | -0.6% |
| 30D | -1.7% | +16.1% | -17.9% | -4.9% |
| 3M | -2.3% | +21.7% | -24.1% | -6.6% |
| 6M | +1.5% | +28.7% | -27.2% | -4.4% |
| YTD | +12.0% | +8.9% | +3.1% | +8.8% |
| 1Y | +12.9% | +26.1% | -13.2% | +5.9% |
| 3Y | +74.9% | +69.1% | +5.8% | +50.0% |
| 5Y | +59.9% | +66.6% | -6.7% | +35.6% |
| 10Y | +224.6% | +175.9% | +48.7% | +128.7% |
| All | +363.8% | +5,839.9% | -5,476.1% | +36.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling