+797.0%
NEE vs ULTA
+1,560.4%
-763.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.3% |
| 7D | -0.5% | -1.8% | +1.2% | -0.3% |
| 30D | -1.7% | -1.2% | -0.4% | -1.6% |
| 3M | -1.8% | +13.4% | -15.2% | -3.4% |
| 6M | -8.8% | -15.6% | +6.8% | -7.4% |
| YTD | +5.2% | -10.4% | +15.6% | +5.9% |
| 1Y | +21.3% | +5.5% | +15.9% | +19.7% |
| 3Y | +35.2% | +31.0% | +4.2% | +28.2% |
| 5Y | +10.1% | +41.8% | -31.7% | +2.5% |
| 10Y | +253.2% | +127.0% | +126.3% | +198.7% |
| All | +797.0% | +1,560.4% | -763.4% | +451.4% |
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