+54.5%
USAR vs VALE
+46.7%
+7.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -2.8% |
| 7D | -11.6% | -0.3% | -11.4% | -11.5% |
| 30D | -15.5% | +8.6% | -24.1% | -19.4% |
| 3M | -31.0% | +2.0% | -33.0% | -31.9% |
| 6M | -26.2% | +2.1% | -28.3% | -25.7% |
| YTD | +30.8% | +20.2% | +10.5% | +26.1% |
| 1Y | +7.1% | +55.2% | -48.1% | -2.6% |
| 3Y | +53.0% | +45.9% | +7.1% | +35.6% |
| All | +54.5% | +46.7% | +7.8% | +36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling