-27.6%
NXT vs ULTA
-14.7%
-12.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.3% | -2.3% | -3.7% |
| 7D | -0.2% | -1.8% | +1.6% | -0.4% |
| 30D | -20.0% | -1.2% | -18.7% | -19.6% |
| 3M | -30.9% | +13.4% | -44.3% | -28.8% |
| All | -27.6% | -14.7% | -12.8% | -24.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling