-9.4%
NVTS vs ULTA
+47.9%
-57.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.3% | -2.0% | -2.5% |
| 7D | +3.5% | -1.8% | +5.3% | +4.6% |
| 30D | -11.9% | -1.2% | -10.7% | -11.9% |
| 3M | -49.2% | +13.4% | -62.6% | -53.9% |
| 6M | +38.4% | -15.6% | +54.1% | +50.5% |
| YTD | +62.5% | -10.4% | +72.9% | +69.5% |
| 1Y | +101.4% | +5.5% | +95.9% | +83.5% |
| 3Y | +40.4% | +31.0% | +9.5% | +1.8% |
| All | -9.4% | +47.9% | -57.3% | -46.5% |
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