+6.9%
NXT vs ULTA
+27.7%
-20.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +4.1% | +7.1% | +11.1% |
| 7D | +30.0% | +6.7% | +23.3% | +30.0% |
| 30D | +28.6% | +21.7% | +6.9% | +28.5% |
| 3M | +8.4% | +21.5% | -13.1% | +8.7% |
| 6M | -8.7% | +27.5% | -36.3% | -7.2% |
| YTD | +22.5% | +9.2% | +13.3% | +23.9% |
| 1Y | +6.9% | +27.9% | -21.0% | +5.5% |
| All | +6.9% | +27.7% | -20.8% | +5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling