-39.0%
U vs VALE
+140.8%
-179.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -3.8% | +1.6% | -5.4% | -4.5% |
| 30D | +17.5% | +5.1% | +12.3% | +14.8% |
| 3M | +38.7% | -0.4% | +39.1% | +38.2% |
| 6M | +104.4% | -2.2% | +106.6% | +104.5% |
| YTD | -5.7% | +20.5% | -26.2% | -14.1% |
| 1Y | +3.7% | +61.2% | -57.5% | -16.3% |
| 3Y | +12.3% | +43.1% | -30.8% | -6.5% |
| 5Y | -68.8% | +34.0% | -102.8% | -73.9% |
| All | -39.0% | +140.8% | -179.9% | -62.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling