+489.2%
VALE vs UL
+66.7%
+422.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -1.0% | -0.6% |
| 7D | -0.3% | -3.4% | +3.1% | +1.0% |
| 30D | +8.6% | +0.5% | +8.1% | +8.4% |
| 3M | +2.0% | +7.2% | -5.3% | -1.1% |
| 6M | +2.1% | -3.1% | +5.2% | +2.6% |
| YTD | +20.2% | -2.7% | +22.9% | +20.6% |
| 1Y | +55.2% | -10.2% | +65.4% | +60.0% |
| 3Y | +45.9% | +20.3% | +25.6% | +32.1% |
| 5Y | +41.4% | +19.9% | +21.4% | +25.6% |
| All | +489.2% | +66.7% | +422.5% | +431.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 10y: compounded portfolio wealth divided by compounded UL 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…
10y analysis · Full analysis span regression · 6 months rolling