+74.9%
USAR vs VALE
+47.1%
+27.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.3% |
| 7D | -2.1% | +1.6% | -3.7% | -3.0% |
| 30D | +2.6% | +5.1% | -2.5% | -0.4% |
| 3M | -35.0% | -0.4% | -34.6% | -34.8% |
| 6M | -6.9% | -2.2% | -4.7% | -4.7% |
| YTD | +48.0% | +20.5% | +27.4% | +42.4% |
| 1Y | +24.8% | +61.2% | -36.4% | +12.5% |
| 3Y | +73.2% | +43.1% | +30.1% | +53.3% |
| All | +74.9% | +47.1% | +27.8% | +54.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling