+26.1%
VALE vs UPST
-14.4%
+40.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.6% | +1.6% | +3.2% |
| 7D | +5.6% | +4.4% | +1.1% | +5.4% |
| 30D | -12.1% | -7.7% | -4.4% | -11.9% |
| 3M | -16.3% | -28.4% | +12.1% | -15.3% |
| 6M | -26.0% | -23.2% | -2.8% | -25.4% |
| YTD | -5.5% | -49.1% | +43.6% | -3.5% |
| 1Y | +6.7% | -42.4% | +49.0% | +8.3% |
| 3Y | +10.2% | +5.4% | +4.8% | +6.4% |
| 5Y | +49.7% | -92.9% | +142.6% | +47.8% |
| All | +26.1% | -14.4% | +40.5% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST 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 UPST 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