+63.9%
VALE vs UPST
+3.8%
+60.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.8% | +5.7% | +2.1% |
| 7D | +2.9% | -1.5% | +4.4% | +3.0% |
| 30D | +8.8% | -13.2% | +22.0% | +9.4% |
| 3M | +6.8% | -13.0% | +19.7% | +7.3% |
| 6M | +6.9% | -2.9% | +9.8% | +6.7% |
| YTD | +22.8% | -38.3% | +61.1% | +24.5% |
| 1Y | +61.3% | -60.5% | +121.7% | +66.0% |
| 3Y | +53.3% | -11.7% | +65.1% | +48.5% |
| 5Y | +44.9% | -90.2% | +135.0% | +41.9% |
| All | +63.9% | +3.8% | +60.2% | +40.0% |
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