+42.1%
U vs VALE
-2.8%
+44.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.5% | +5.8% | +5.3% |
| 7D | +2.6% | -3.2% | +5.8% | +3.1% |
| 30D | +27.6% | -15.1% | +42.6% | +30.7% |
| 3M | +15.3% | -18.7% | +34.0% | +18.7% |
| 6M | +96.4% | -31.5% | +127.9% | +108.2% |
| YTD | +19.6% | -11.4% | +31.0% | +38.1% |
| 1Y | +42.1% | -1.9% | +44.0% | +70.6% |
| All | +42.1% | -2.8% | +44.9% | +70.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling