+99.1%
UAL vs VALE
+473.3%
-374.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.9% | -4.7% | -3.6% |
| 7D | +3.5% | +2.9% | +0.5% | +2.2% |
| 30D | -16.5% | +8.8% | -25.3% | -19.4% |
| 3M | +2.8% | +6.8% | -4.0% | -0.3% |
| 6M | +17.6% | +6.9% | +10.7% | +14.0% |
| YTD | -3.2% | +22.8% | -26.0% | -11.9% |
| 1Y | +0.4% | +61.3% | -60.8% | -18.1% |
| 3Y | +128.2% | +53.3% | +74.9% | +86.8% |
| 5Y | +137.7% | +44.9% | +92.9% | +85.3% |
| 10Y | +99.1% | +486.8% | -387.7% | -1.5% |
| All | +99.1% | +473.3% | -374.2% | -1.5% |
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 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