+73.3%
VALE vs SPXU
-100.0%
+173.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | 0.0% |
| 7D | -3.2% | -7.6% | +4.4% | -6.2% |
| 30D | -15.1% | +5.3% | -20.4% | -12.7% |
| 3M | -18.7% | +9.6% | -28.3% | -14.7% |
| 6M | -31.5% | -4.5% | -26.9% | -31.5% |
| YTD | -11.4% | -25.9% | +14.4% | -19.0% |
| 1Y | -1.9% | -28.9% | +27.0% | -11.5% |
| 3Y | +1.7% | -80.5% | +82.2% | -42.3% |
| 5Y | +35.4% | -83.4% | +118.8% | -15.5% |
| 10Y | +204.8% | -99.5% | +304.3% | -45.5% |
| All | +73.3% | -100.0% | +173.3% | -93.9% |
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