+880.1%
VUG vs ULTA
+1,583.0%
-702.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.3% | +0.2% |
| 7D | +0.9% | +0.7% | +0.2% | +0.7% |
| 30D | -1.4% | -2.8% | +1.4% | -1.0% |
| 3M | +2.3% | +18.7% | -16.3% | -1.6% |
| 6M | +15.7% | -15.0% | +30.7% | +18.6% |
| YTD | +8.6% | -9.2% | +17.8% | +9.7% |
| 1Y | +14.1% | +5.7% | +8.4% | +11.3% |
| 3Y | +87.9% | +32.8% | +55.1% | +71.1% |
| 5Y | +76.3% | +46.0% | +30.4% | +56.2% |
| 10Y | +409.7% | +125.5% | +284.2% | +288.8% |
| All | +880.1% | +1,583.0% | -702.8% | +308.3% |
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