+371.5%
UMC vs VALE
+2,301.5%
-1,930.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.8% | +4.8% | +4.3% |
| 7D | +13.6% | -1.8% | +15.5% | +14.4% |
| 30D | +20.8% | +6.7% | +14.1% | +17.7% |
| 3M | +16.1% | +4.9% | +11.3% | +14.2% |
| 6M | +137.3% | +3.6% | +133.7% | +133.6% |
| YTD | +193.8% | +21.9% | +171.9% | +171.4% |
| 1Y | +236.1% | +61.6% | +174.5% | +179.2% |
| 3Y | +267.1% | +52.1% | +215.0% | +205.5% |
| 5Y | +145.3% | +43.2% | +102.1% | +97.3% |
| 10Y | +1,857.3% | +521.5% | +1,335.8% | +619.2% |
| All | +371.5% | +2,301.5% | -1,930.0% | -55.0% |
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