+36.5%
USB vs VALE
+3.0%
+33.5%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.1% | -2.2% | +1.2% |
| 7D | +2.4% | -0.3% | +2.7% | +2.4% |
| 30D | +6.6% | -19.2% | +25.8% | +10.5% |
| 3M | -4.1% | -20.7% | +16.6% | -0.3% |
| 6M | +12.5% | -25.8% | +38.3% | +18.2% |
| YTD | +17.6% | -9.8% | +27.4% | +15.4% |
| 1Y | +36.5% | +3.7% | +32.8% | +24.7% |
| All | +36.5% | +3.0% | +33.5% | +24.7% |
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