+187.5%
NVT vs ULTA
+31.2%
+156.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.1% | +2.6% | +4.2% |
| 7D | +4.1% | -3.1% | +7.1% | +4.8% |
| 30D | -5.1% | +2.8% | -7.9% | -5.8% |
| 3M | -1.2% | +14.8% | -15.9% | -4.6% |
| 6M | +46.6% | -16.2% | +62.8% | +52.3% |
| YTD | +60.0% | -9.6% | +69.6% | +62.7% |
| 1Y | +70.8% | +4.8% | +66.0% | +65.9% |
| 3Y | +187.5% | +30.7% | +156.9% | +135.9% |
| All | +187.5% | +31.2% | +156.3% | +135.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling