+41.8%
VALE vs SPXU
-85.5%
+127.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.9% | -0.6% |
| 7D | -0.2% | +6.4% | -6.6% | +1.3% |
| 30D | +9.7% | +5.9% | +3.8% | +11.4% |
| 3M | +5.3% | -11.7% | +16.9% | +2.6% |
| 6M | +0.5% | -28.7% | +29.2% | -6.0% |
| YTD | +20.6% | -26.4% | +47.0% | +14.1% |
| 1Y | +57.6% | -35.2% | +92.8% | +45.5% |
| 3Y | +50.6% | -79.8% | +130.4% | +13.4% |
| 5Y | +41.8% | -86.1% | +127.9% | +4.5% |
| All | +41.8% | -85.5% | +127.4% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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