-26.6%
U vs VALE
+77.9%
-104.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.6% | +3.7% | +2.0% |
| 7D | +2.8% | -1.5% | +4.3% | +3.4% |
| 30D | +7.6% | -15.6% | +23.2% | +14.5% |
| 3M | +12.7% | -19.5% | +32.2% | +21.6% |
| 6M | +87.0% | -31.9% | +118.8% | +114.3% |
| YTD | +13.6% | -11.0% | +24.6% | +15.7% |
| 1Y | +25.3% | -2.1% | +27.4% | +22.4% |
| 3Y | +85.8% | +1.4% | +84.4% | +75.5% |
| 5Y | -74.5% | +36.2% | -110.6% | -77.7% |
| All | -26.6% | +77.9% | -104.5% | -49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE 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 10y: compounded portfolio wealth divided by compounded VALE 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…
10y analysis · Full analysis span regression · 6 months rolling