+206.7%
UAL vs VALE
+3.9%
+202.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.2% | +0.8% | +1.5% |
| 7D | +8.2% | +1.8% | +6.4% | +7.3% |
| 30D | +2.3% | -14.8% | +17.2% | +9.9% |
| 3M | -12.7% | -19.0% | +6.3% | -4.4% |
| 6M | +12.7% | -27.7% | +40.4% | +30.1% |
| YTD | +0.8% | -8.5% | +9.3% | +1.6% |
| 1Y | +17.8% | +2.6% | +15.2% | +11.2% |
| 3Y | +206.7% | +4.0% | +202.7% | +166.0% |
| All | +206.7% | +3.9% | +202.8% | +166.0% |
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