+172.1%
NXT vs ULTA
+3.5%
+168.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.1% | -0.2% | +1.5% |
| 7D | -1.9% | -3.1% | +1.2% | -1.4% |
| 30D | -20.0% | +2.8% | -22.8% | -20.5% |
| 3M | -30.7% | +14.8% | -45.5% | -32.5% |
| 6M | -29.0% | -16.2% | -12.7% | -26.7% |
| YTD | -4.8% | -9.6% | +4.8% | -3.6% |
| 1Y | +22.8% | +4.8% | +18.0% | +19.7% |
| 3Y | +93.9% | +30.7% | +63.3% | +68.9% |
| All | +172.1% | +3.5% | +168.6% | +155.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling