+251.3%
UAL vs VALE
+273.2%
-21.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.6% |
| 7D | +0.7% | +1.6% | -0.9% | +0.2% |
| 30D | -16.1% | +5.1% | -21.2% | -17.7% |
| 3M | +6.1% | -0.4% | +6.5% | +5.9% |
| 6M | +10.8% | -2.2% | +13.1% | +11.4% |
| YTD | -0.4% | +20.5% | -20.9% | -7.3% |
| 1Y | +5.0% | +61.2% | -56.2% | -11.4% |
| 3Y | +124.0% | +43.1% | +80.9% | +94.7% |
| 5Y | +141.0% | +34.0% | +107.0% | +102.9% |
| 10Y | +118.0% | +469.7% | -351.7% | +8.2% |
| All | +251.3% | +273.2% | -21.8% | +45.7% |
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