-6.8%
VALE vs URA
-50.4%
+43.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | -1.3% |
| 7D | +5.5% | +0.3% | +5.2% | +5.1% |
| 30D | -15.0% | -14.8% | -0.2% | -8.6% |
| 3M | -20.0% | -25.3% | +5.3% | -8.7% |
| 6M | -28.4% | -39.9% | +11.5% | -10.0% |
| YTD | -8.6% | -22.4% | +13.8% | -0.6% |
| 1Y | +2.0% | -29.0% | +30.9% | +15.1% |
| 3Y | +4.1% | +41.0% | -36.9% | -25.9% |
| 5Y | +46.4% | +38.3% | +8.1% | -2.3% |
| 10Y | +202.4% | +276.1% | -73.6% | -6.9% |
| All | -6.8% | -50.4% | +43.6% | -29.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling