-4.5%
UPS vs VALE
+1.2%
-5.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.4% | +2.0% |
| 7D | +3.8% | -3.2% | +7.0% | +4.7% |
| 30D | +17.4% | -15.1% | +32.4% | +22.4% |
| 3M | +8.2% | -18.7% | +26.9% | +13.9% |
| 6M | +17.9% | -31.5% | +49.4% | +30.1% |
| YTD | +18.7% | -11.4% | +30.1% | +20.1% |
| 1Y | +24.8% | -1.9% | +26.7% | +22.1% |
| 3Y | -4.5% | +1.7% | -6.2% | -10.0% |
| All | -4.5% | +1.2% | -5.7% | -10.0% |
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