+81.9%
UBER vs VALE
+40.1%
+41.8%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.3% |
| 7D | -4.5% | -0.2% | -4.3% | -4.5% |
| 30D | -7.6% | +9.7% | -17.4% | -9.6% |
| 3M | +5.8% | +5.3% | +0.5% | +4.1% |
| 6M | +0.3% | +0.5% | -0.3% | -0.4% |
| YTD | -11.2% | +20.6% | -31.8% | -16.4% |
| 1Y | -23.0% | +57.6% | -80.6% | -32.3% |
| 3Y | +53.6% | +50.6% | +3.0% | +34.0% |
| 5Y | +81.9% | +41.8% | +40.1% | +69.7% |
| All | +81.9% | +40.1% | +41.8% | +69.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling