+32.6%
USB vs VALE
+1.7%
+30.9%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +2.9% | +0.2% |
| 7D | +1.4% | +5.5% | -4.0% | +0.5% |
| 30D | +6.4% | -15.0% | +21.4% | +9.4% |
| 3M | -4.5% | -20.0% | +15.5% | -0.8% |
| 6M | +11.4% | -28.4% | +39.8% | +18.0% |
| YTD | +17.1% | -8.6% | +25.7% | +14.0% |
| 1Y | +32.6% | +2.0% | +30.6% | +23.4% |
| All | +32.6% | +1.7% | +30.9% | +23.4% |
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