+244.8%
NEE vs ULTA
+132.3%
+112.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.2% | -0.5% |
| 7D | -1.3% | -3.1% | +1.7% | -0.9% |
| 30D | -3.3% | +2.8% | -6.1% | -3.8% |
| 3M | -2.3% | +14.8% | -17.0% | -4.4% |
| 6M | -8.9% | -16.2% | +7.4% | -7.0% |
| YTD | +4.8% | -9.6% | +14.4% | +5.5% |
| 1Y | +18.7% | +4.8% | +14.0% | +16.7% |
| 3Y | +33.2% | +30.7% | +2.6% | +24.0% |
| 5Y | +10.9% | +45.9% | -35.0% | -0.1% |
| All | +244.8% | +132.3% | +112.5% | +173.5% |
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 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