+100.2%
UAL vs VALE
+223.9%
-123.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.3% | +3.5% | +5.5% |
| 7D | +10.2% | +5.6% | +4.6% | +8.0% |
| 30D | +12.0% | -12.1% | +24.1% | +17.8% |
| 3M | -7.1% | -16.3% | +9.2% | -0.8% |
| 6M | +20.9% | -26.0% | +46.9% | +35.4% |
| YTD | +7.7% | -5.5% | +13.2% | +8.4% |
| 1Y | +23.6% | +6.7% | +16.9% | +18.3% |
| 3Y | +222.6% | +10.2% | +212.4% | +199.9% |
| 5Y | +127.9% | +49.7% | +78.2% | +72.3% |
| 10Y | +100.2% | +222.3% | -122.1% | +18.9% |
| All | +100.2% | +223.9% | -123.7% | +18.9% |
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