+198.4%
VZ vs ULTA
+1,935.9%
-1,737.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.7% | +0.6% |
| 7D | +2.4% | +4.6% | -2.3% | +1.9% |
| 30D | +11.2% | +16.5% | -5.3% | +9.3% |
| 3M | 0.0% | +21.1% | -21.1% | -2.2% |
| 6M | +1.3% | +27.4% | -26.1% | -1.6% |
| YTD | +21.3% | +9.8% | +11.4% | +19.4% |
| 1Y | +23.9% | +28.6% | -4.7% | +19.8% |
| 3Y | +57.7% | +70.5% | -12.8% | +45.3% |
| 5Y | +21.2% | +69.8% | -48.6% | +10.4% |
| 10Y | +70.6% | +180.8% | -110.2% | +38.8% |
| All | +198.4% | +1,935.9% | -1,737.4% | +50.5% |
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