+45.0%
NSC vs ULTA
+44.0%
+1.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.1% |
| 7D | -2.0% | -1.8% | -0.3% | -1.7% |
| 30D | -3.2% | -1.2% | -1.9% | -3.1% |
| 3M | +3.9% | +13.4% | -9.5% | +0.9% |
| 6M | +7.8% | -15.6% | +23.4% | +10.9% |
| YTD | +13.4% | -10.4% | +23.8% | +14.9% |
| 1Y | +20.3% | +5.5% | +14.9% | +16.9% |
| 3Y | +76.1% | +31.0% | +45.1% | +56.9% |
| 5Y | +45.0% | +41.8% | +3.2% | +21.9% |
| All | +45.0% | +44.0% | +1.0% | +21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling