+140.3%
VALE vs SPXU
-100.0%
+240.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +2.6% |
| 7D | +2.9% | -1.5% | +4.4% | +2.3% |
| 30D | +8.8% | +3.7% | +5.1% | +10.6% |
| 3M | +6.8% | -9.6% | +16.3% | +3.1% |
| 6M | +6.9% | -32.4% | +39.3% | -7.3% |
| YTD | +22.8% | -28.7% | +51.5% | +9.6% |
| 1Y | +61.3% | -38.2% | +99.5% | +36.5% |
| 3Y | +53.3% | -80.4% | +133.8% | -12.8% |
| 5Y | +44.9% | -86.0% | +130.9% | -17.1% |
| 10Y | +486.8% | -99.5% | +586.3% | +3.9% |
| All | +140.3% | -100.0% | +240.3% | -91.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling