+59.3%
USAR vs VALE
+47.2%
+12.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.0% | -4.9% | -5.4% |
| 7D | -9.3% | -0.2% | -9.1% | -9.2% |
| 30D | -15.2% | +9.7% | -24.9% | -19.6% |
| 3M | -21.1% | +5.3% | -26.4% | -23.4% |
| 6M | -21.6% | +0.5% | -22.1% | -20.6% |
| YTD | +34.8% | +20.6% | +14.2% | +29.7% |
| 1Y | +15.6% | +57.6% | -42.0% | +4.8% |
| 3Y | +57.7% | +50.6% | +7.2% | +39.5% |
| All | +59.3% | +47.2% | +12.1% | +40.8% |
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