+24.8%
UPS vs VALE
-2.8%
+27.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.4% | +1.9% |
| 7D | +3.8% | -3.2% | +7.0% | +4.5% |
| 30D | +17.4% | -15.1% | +32.4% | +21.3% |
| 3M | +8.2% | -18.7% | +26.9% | +12.6% |
| 6M | +17.9% | -31.5% | +49.4% | +27.8% |
| YTD | +18.7% | -11.4% | +30.1% | +19.2% |
| 1Y | +24.8% | -1.9% | +26.7% | +21.9% |
| All | +24.8% | -2.8% | +27.6% | +21.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling