+22.7%
USB vs VALE
+46.5%
-23.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.1% |
| 7D | -1.5% | +2.4% | -3.9% | -2.0% |
| 30D | +4.3% | -18.7% | +23.0% | +9.2% |
| 3M | -6.1% | -21.2% | +15.1% | -1.2% |
| 6M | +9.4% | -26.1% | +35.5% | +16.6% |
| YTD | +15.2% | -9.6% | +24.8% | +16.2% |
| 1Y | +32.8% | +0.7% | +32.0% | +30.4% |
| 3Y | +91.3% | +3.3% | +88.0% | +83.5% |
| 5Y | +22.7% | +49.4% | -26.7% | -0.3% |
| All | +22.7% | +46.5% | -23.8% | -0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling