+91.7%
USB vs VALE
+243.5%
-151.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.9% |
| 7D | 0.0% | +1.8% | -1.8% | -0.5% |
| 30D | +5.8% | -14.8% | +20.7% | +10.6% |
| 3M | -6.0% | -19.0% | +13.1% | -0.5% |
| 6M | +7.8% | -27.7% | +35.5% | +17.4% |
| YTD | +14.6% | -8.5% | +23.1% | +15.6% |
| 1Y | +31.8% | +2.6% | +29.1% | +28.4% |
| 3Y | +91.5% | +4.0% | +87.5% | +82.8% |
| 5Y | +22.0% | +51.2% | -29.2% | -1.1% |
| All | +91.7% | +243.5% | -151.7% | +30.7% |
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 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