+84.3%
VZ vs ULTA
+32.1%
+52.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.2% | +0.6% |
| 7D | +0.2% | +0.7% | -0.4% | +0.2% |
| 30D | +7.1% | -2.8% | +9.9% | +7.2% |
| 3M | +12.8% | +18.7% | -5.8% | +12.1% |
| 6M | +1.8% | -15.0% | +16.8% | +1.9% |
| YTD | +30.0% | -9.2% | +39.2% | +29.8% |
| 1Y | +24.3% | +5.7% | +18.7% | +23.6% |
| 3Y | +84.3% | +32.8% | +51.5% | +67.1% |
| All | +84.3% | +32.1% | +52.2% | +67.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling