-2.2%
VALE vs URA
-11.5%
+9.3%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.0% | -0.6% |
| 7D | +1.6% | +1.1% | +0.5% | +1.1% |
| 30D | +5.1% | +7.4% | -2.3% | +1.6% |
| 3M | -0.4% | -8.4% | +8.0% | +3.3% |
| 6M | -2.2% | -12.7% | +10.5% | +2.9% |
| All | -2.2% | -11.5% | +9.3% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 6mo: compounded portfolio wealth divided by compounded URA 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…
6mo analysis · Full analysis span regression · 6 months rolling