+1,754.1%
ULTA vs NTRS
+317.2%
+1,436.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.0% | +1.5% |
| 7D | -3.1% | +1.4% | -4.4% | -3.7% |
| 30D | +2.8% | -0.7% | +3.5% | +3.1% |
| 3M | +14.8% | +11.3% | +3.4% | +8.1% |
| 6M | -16.2% | +35.5% | -51.8% | -29.0% |
| YTD | -9.6% | +40.6% | -50.2% | -25.2% |
| 1Y | +4.8% | +49.2% | -44.4% | -16.2% |
| 3Y | +30.7% | +167.2% | -136.5% | -25.2% |
| 5Y | +45.9% | +94.9% | -49.1% | -5.2% |
| 10Y | +129.0% | +259.5% | -130.4% | +2.0% |
| All | +1,754.1% | +317.2% | +1,436.9% | +543.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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