+21.1%
NEE vs ULTA
+6.6%
+14.5%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.8% |
| 7D | +1.9% | +9.0% | -7.1% | +1.5% |
| 30D | -2.2% | +4.6% | -6.7% | -2.4% |
| 3M | -1.2% | +22.0% | -23.1% | -2.2% |
| 6M | -8.6% | -14.7% | +6.1% | -9.0% |
| YTD | +6.2% | -6.8% | +12.9% | +4.8% |
| 1Y | +21.1% | +6.5% | +14.6% | +18.2% |
| All | +21.1% | +6.6% | +14.5% | +18.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling