+43.4%
NVTS vs ULTA
+31.2%
+12.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.1% | +2.2% | +3.2% |
| 7D | -1.4% | -3.1% | +1.6% | +0.2% |
| 30D | -16.5% | +2.8% | -19.3% | -18.1% |
| 3M | -47.6% | +14.8% | -62.4% | -52.1% |
| 6M | +7.3% | -16.2% | +23.5% | +17.4% |
| YTD | +62.9% | -9.6% | +72.5% | +69.9% |
| 1Y | +91.3% | +4.8% | +86.5% | +77.2% |
| 3Y | +43.4% | +30.7% | +12.7% | -7.2% |
| All | +43.4% | +31.2% | +12.2% | -7.2% |
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