+40.9%
VALE vs ULTA
+44.7%
-3.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.6% |
| 7D | -0.3% | -3.1% | +2.8% | +0.2% |
| 30D | +8.6% | +2.8% | +5.8% | +8.1% |
| 3M | +2.0% | +14.8% | -12.8% | -0.5% |
| 6M | +2.1% | -16.2% | +18.3% | +4.5% |
| YTD | +20.2% | -9.6% | +29.8% | +21.5% |
| 1Y | +55.2% | +4.8% | +50.4% | +52.6% |
| 3Y | +45.9% | +30.7% | +15.2% | +34.1% |
| All | +40.9% | +44.7% | -3.7% | +24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling