+72.4%
UBER vs VALE
+136.1%
-63.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -5.4% | -0.3% | -5.1% | -5.3% |
| 30D | -4.9% | +8.6% | -13.5% | -7.5% |
| 3M | +3.0% | +2.0% | +1.1% | +1.8% |
| 6M | -4.4% | +2.1% | -6.5% | -5.9% |
| YTD | -12.3% | +20.2% | -32.5% | -19.1% |
| 1Y | -24.3% | +55.2% | -79.5% | -36.1% |
| 3Y | +46.4% | +45.9% | +0.6% | +23.4% |
| 5Y | +79.7% | +41.4% | +38.3% | +44.8% |
| All | +72.4% | +136.1% | -63.7% | -2.2% |
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