+2,320.2%
VALE vs UL
+613.2%
+1,707.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.6% |
| 7D | +2.9% | -1.3% | +4.2% | +3.8% |
| 30D | +8.8% | +0.9% | +7.9% | +8.1% |
| 3M | +6.8% | +14.2% | -7.5% | -3.2% |
| 6M | +6.9% | -3.2% | +10.1% | +7.5% |
| YTD | +22.8% | -0.3% | +23.2% | +20.8% |
| 1Y | +61.3% | -8.8% | +70.0% | +67.1% |
| 3Y | +53.3% | +23.9% | +29.4% | +25.8% |
| 5Y | +44.9% | +21.4% | +23.5% | +15.0% |
| 10Y | +486.8% | +66.7% | +420.1% | +240.6% |
| All | +2,320.2% | +613.2% | +1,707.0% | +521.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling