+140.2%
NI vs ULTA
+132.3%
+7.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.3% |
| 7D | 0.0% | -3.1% | +3.1% | +0.5% |
| 30D | -1.4% | +2.8% | -4.2% | -1.9% |
| 3M | -10.6% | +14.8% | -25.3% | -12.6% |
| 6M | -9.3% | -16.2% | +6.9% | -7.5% |
| YTD | +1.1% | -9.6% | +10.8% | +1.9% |
| 1Y | +3.4% | +4.8% | -1.4% | +1.5% |
| 3Y | +67.9% | +30.7% | +37.2% | +55.9% |
| 5Y | +98.0% | +45.9% | +52.1% | +76.6% |
| All | +140.2% | +132.3% | +7.9% | +87.5% |
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