+13.5%
U vs VALE
+53.3%
-39.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.9% | +0.7% | +1.7% |
| 7D | +4.5% | +2.9% | +1.6% | +2.9% |
| 30D | -0.6% | +8.8% | -9.4% | -5.1% |
| 3M | +48.4% | +6.8% | +41.7% | +42.4% |
| 6M | +115.4% | +6.9% | +108.5% | +105.7% |
| YTD | -3.2% | +22.8% | -26.0% | -17.2% |
| 1Y | -6.0% | +61.3% | -67.3% | -33.3% |
| 3Y | +13.5% | +53.3% | -39.9% | -20.6% |
| All | +13.5% | +53.3% | -39.9% | -20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling