+144.1%
UMC vs VALE
+40.3%
+103.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.5% |
| 7D | +9.0% | -0.3% | +9.3% | +9.1% |
| 30D | +17.2% | +8.6% | +8.6% | +14.2% |
| 3M | +11.4% | +2.0% | +9.4% | +10.7% |
| 6M | +137.5% | +2.1% | +135.4% | +135.6% |
| YTD | +193.1% | +20.2% | +172.9% | +176.7% |
| 1Y | +240.3% | +55.2% | +185.1% | +198.5% |
| 3Y | +262.2% | +45.9% | +216.3% | +217.0% |
| All | +144.1% | +40.3% | +103.8% | +122.1% |
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