+183.8%
VXUS vs ULTA
+1,436.7%
-1,252.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.3% |
| 7D | +1.0% | +9.0% | -8.0% | -0.6% |
| 30D | +2.2% | +4.6% | -2.4% | +1.2% |
| 3M | +3.0% | +22.0% | -19.0% | -1.2% |
| 6M | +10.7% | -14.7% | +25.4% | +13.3% |
| YTD | +17.8% | -6.8% | +24.6% | +18.4% |
| 1Y | +27.6% | +6.5% | +21.0% | +24.5% |
| 3Y | +73.3% | +35.6% | +37.7% | +57.6% |
| 5Y | +54.3% | +47.6% | +6.7% | +35.6% |
| 10Y | +149.8% | +128.9% | +20.9% | +87.3% |
| All | +183.8% | +1,436.7% | -1,252.9% | +38.6% |
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