+2,991.9%
UNP vs VALE
+2,275.1%
+716.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.4% | +0.2% |
| 7D | -5.3% | +1.6% | -6.9% | -5.8% |
| 30D | -1.5% | +5.1% | -6.7% | -3.0% |
| 3M | +10.3% | -0.4% | +10.7% | +10.0% |
| 6M | +9.7% | -2.2% | +11.9% | +9.5% |
| YTD | +27.1% | +20.5% | +6.6% | +19.2% |
| 1Y | +32.6% | +61.2% | -28.6% | +14.6% |
| 3Y | +40.0% | +43.1% | -3.2% | +22.5% |
| 5Y | +50.8% | +34.0% | +16.9% | +28.3% |
| 10Y | +278.6% | +469.7% | -191.0% | +91.1% |
| All | +2,991.9% | +2,275.1% | +716.8% | +883.9% |
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