+84.9%
USB vs VALE
+206.6%
-121.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +2.9% | +0.6% |
| 7D | +1.4% | +5.5% | -4.0% | -0.1% |
| 30D | +6.4% | -15.0% | +21.4% | +11.3% |
| 3M | -4.5% | -20.0% | +15.5% | +1.4% |
| 6M | +11.4% | -28.4% | +39.8% | +21.6% |
| YTD | +17.1% | -8.6% | +25.7% | +18.1% |
| 1Y | +32.6% | +2.0% | +30.6% | +29.5% |
| 3Y | +101.8% | +4.1% | +97.7% | +92.6% |
| 5Y | +25.1% | +46.4% | -21.3% | +2.5% |
| 10Y | +84.9% | +202.4% | -117.6% | +26.1% |
| All | +84.9% | +206.6% | -121.8% | +26.1% |
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