+36.4%
UPS vs VALE
+526.3%
-490.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | -2.0% | -0.3% | -1.7% | -1.9% |
| 30D | -2.0% | +8.6% | -10.6% | -3.6% |
| 3M | -6.2% | +2.0% | -8.2% | -6.8% |
| 6M | +2.8% | +2.1% | +0.7% | +2.0% |
| YTD | +5.9% | +20.2% | -14.3% | +1.4% |
| 1Y | +26.2% | +55.2% | -28.9% | +14.8% |
| 3Y | -26.0% | +45.9% | -71.9% | -32.7% |
| 5Y | -34.3% | +41.4% | -75.7% | -41.5% |
| All | +36.4% | +526.3% | -490.0% | -6.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling