+43.8%
UNP vs VALE
+47.4%
-3.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.2% |
| 7D | -1.7% | -1.8% | +0.1% | -1.4% |
| 30D | -2.1% | +6.7% | -8.8% | -3.2% |
| 3M | +5.4% | +4.9% | +0.6% | +4.5% |
| 6M | +13.4% | +3.6% | +9.8% | +12.1% |
| YTD | +25.0% | +21.9% | +3.1% | +19.3% |
| 1Y | +34.6% | +61.6% | -27.0% | +21.5% |
| All | +43.8% | +47.4% | -3.6% | +30.7% |
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 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