+180.5%
NXT vs ULTA
+4.0%
+176.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.6% | +3.8% | +1.6% |
| 7D | +2.9% | +0.7% | +2.2% | +2.7% |
| 30D | -17.2% | -2.8% | -14.4% | -16.9% |
| 3M | -32.0% | +18.7% | -50.7% | -34.2% |
| 6M | -15.8% | -15.0% | -0.7% | -13.3% |
| YTD | -1.9% | -9.2% | +7.3% | -0.7% |
| 1Y | +22.5% | +5.7% | +16.8% | +19.2% |
| 3Y | +100.5% | +32.8% | +67.8% | +74.0% |
| All | +180.5% | +4.0% | +176.5% | +162.6% |
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