+1.7%
VALE vs UL
+36.1%
-34.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.7% |
| 7D | -3.2% | +1.1% | -4.3% | -3.4% |
| 30D | -15.1% | +4.5% | -19.6% | -15.7% |
| 3M | -18.7% | +6.5% | -25.2% | -19.6% |
| 6M | -31.5% | +18.2% | -49.6% | -33.8% |
| YTD | -11.4% | +4.7% | -16.1% | -12.0% |
| 1Y | -1.9% | +0.8% | -2.6% | -1.9% |
| 3Y | +1.7% | +35.9% | -34.2% | -6.0% |
| All | +1.7% | +36.1% | -34.4% | -6.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling