+595.2%
VTI vs ULTA
+1,541.3%
-946.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.4% |
| 7D | -2.0% | -3.9% | +1.8% | -1.2% |
| 30D | -1.9% | -1.1% | -0.9% | -1.9% |
| 3M | +4.5% | +13.8% | -9.2% | +1.4% |
| 6M | +12.6% | -17.2% | +29.8% | +16.2% |
| YTD | +12.0% | -11.5% | +23.5% | +13.8% |
| 1Y | +17.3% | +3.9% | +13.4% | +14.8% |
| 3Y | +75.3% | +29.5% | +45.9% | +60.1% |
| 5Y | +74.0% | +42.9% | +31.1% | +53.6% |
| 10Y | +300.0% | +124.4% | +175.7% | +201.3% |
| All | +595.2% | +1,541.3% | -946.1% | +172.7% |
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 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