+255.6%
UAL vs VALE
+183.2%
+72.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.2% | +0.8% | +1.6% |
| 7D | +8.2% | +1.8% | +6.4% | +7.6% |
| 30D | +2.3% | -14.8% | +17.2% | +7.8% |
| 3M | -12.7% | -19.0% | +6.3% | -6.8% |
| 6M | +12.7% | -27.7% | +40.4% | +24.8% |
| YTD | +0.8% | -8.5% | +9.3% | +2.6% |
| 1Y | +17.8% | +2.6% | +15.2% | +15.3% |
| 3Y | +206.7% | +4.0% | +202.7% | +196.0% |
| 5Y | +113.9% | +51.2% | +62.7% | +73.1% |
| 10Y | +97.0% | +263.0% | -166.0% | +13.4% |
| All | +255.6% | +183.2% | +72.4% | +61.3% |
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