+55.2%
UNP vs VALE
+1.7%
+53.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.6% | +3.3% | +1.1% |
| 7D | +2.1% | -1.5% | +3.6% | +2.3% |
| 30D | +7.7% | -15.6% | +23.4% | +10.3% |
| 3M | +4.0% | -19.5% | +23.6% | +7.2% |
| 6M | +15.7% | -31.9% | +47.5% | +22.2% |
| YTD | +33.5% | -11.0% | +44.5% | +33.4% |
| 1Y | +38.9% | -2.1% | +41.1% | +36.2% |
| All | +55.2% | +1.7% | +53.5% | +49.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling