+530.7%
USB vs VALE
+1,677.8%
-1,147.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.1% | -2.2% | +0.8% |
| 7D | +2.4% | -0.3% | +2.7% | +2.4% |
| 30D | +6.6% | -19.2% | +25.8% | +12.5% |
| 3M | -4.1% | -20.7% | +16.6% | +1.6% |
| 6M | +12.5% | -25.8% | +38.3% | +20.9% |
| YTD | +17.6% | -9.8% | +27.4% | +19.2% |
| 1Y | +36.5% | +3.7% | +32.8% | +33.2% |
| 3Y | +95.4% | +3.2% | +92.2% | +88.2% |
| 5Y | +26.1% | +46.9% | -20.7% | +6.4% |
| 10Y | +101.3% | +258.0% | -156.7% | +24.1% |
| All | +530.7% | +1,677.8% | -1,147.1% | +165.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling