+324.2%
NSC vs ULTA
+132.3%
+191.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -1.5% |
| 7D | -2.8% | -3.1% | +0.3% | -2.0% |
| 30D | -4.5% | +2.8% | -7.3% | -5.5% |
| 3M | +3.5% | +14.8% | -11.2% | -1.1% |
| 6M | +8.5% | -16.2% | +24.7% | +12.8% |
| YTD | +12.3% | -9.6% | +22.0% | +13.8% |
| 1Y | +18.9% | +4.8% | +14.2% | +14.6% |
| 3Y | +74.1% | +30.7% | +43.4% | +51.3% |
| 5Y | +43.9% | +45.9% | -2.0% | +16.7% |
| All | +324.2% | +132.3% | +191.9% | +170.0% |
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