+200.3%
VZ vs ULTA
+1,919.6%
-1,719.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.7% |
| 7D | +0.9% | -0.2% | +1.2% | +1.0% |
| 30D | +8.9% | +16.1% | -7.2% | +7.1% |
| 3M | +0.1% | +21.7% | -21.6% | -2.1% |
| 6M | +1.9% | +28.7% | -26.8% | -1.1% |
| YTD | +22.0% | +8.9% | +13.1% | +20.2% |
| 1Y | +22.1% | +26.1% | -3.9% | +18.3% |
| 3Y | +58.7% | +69.1% | -10.4% | +46.3% |
| 5Y | +22.3% | +66.6% | -44.3% | +11.7% |
| 10Y | +71.6% | +175.9% | -104.3% | +40.0% |
| All | +200.3% | +1,919.6% | -1,719.2% | +51.6% |
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