+750.3%
NVT vs ULTA
+129.0%
+621.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.1% | +2.6% | +3.8% |
| 7D | +4.1% | -3.1% | +7.1% | +5.3% |
| 30D | -5.1% | +2.8% | -7.9% | -6.5% |
| 3M | -1.2% | +14.8% | -15.9% | -7.3% |
| 6M | +46.6% | -16.2% | +62.8% | +54.4% |
| YTD | +60.0% | -9.6% | +69.6% | +63.0% |
| 1Y | +70.8% | +4.8% | +66.0% | +62.4% |
| 3Y | +187.5% | +30.7% | +156.9% | +136.5% |
| 5Y | +426.1% | +45.9% | +380.3% | +293.9% |
| All | +750.3% | +129.0% | +621.2% | +330.3% |
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