+33.2%
VALE vs ULTA
+1,541.3%
-1,508.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.7% |
| 7D | -0.2% | -3.9% | +3.7% | +0.8% |
| 30D | +9.7% | -1.1% | +10.8% | +9.9% |
| 3M | +5.3% | +13.8% | -8.5% | +1.3% |
| 6M | +0.5% | -17.2% | +17.8% | +4.6% |
| YTD | +20.6% | -11.5% | +32.1% | +23.1% |
| 1Y | +57.6% | +3.9% | +53.7% | +53.3% |
| 3Y | +50.6% | +29.5% | +21.1% | +34.0% |
| 5Y | +41.8% | +42.9% | -1.1% | +19.4% |
| 10Y | +515.1% | +124.4% | +390.7% | +320.5% |
| All | +33.2% | +1,541.3% | -1,508.1% | -58.6% |
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