+64.4%
VZ vs ULTA
+122.7%
-58.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.2% |
| 7D | -1.0% | -1.8% | +0.8% | -0.8% |
| 30D | +5.8% | -1.2% | +7.0% | +5.8% |
| 3M | +10.5% | +13.4% | -2.9% | +9.3% |
| 6M | +1.8% | -15.6% | +17.4% | +2.8% |
| YTD | +28.3% | -10.4% | +38.7% | +28.9% |
| 1Y | +22.0% | +5.5% | +16.5% | +20.8% |
| 3Y | +81.8% | +31.0% | +50.9% | +75.0% |
| 5Y | +25.3% | +41.8% | -16.5% | +18.5% |
| 10Y | +64.4% | +127.0% | -62.6% | +43.0% |
| All | +64.4% | +122.7% | -58.3% | +43.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling