+5.4%
VALE vs URI
+32.9%
-27.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +6.9% | -3.6% | +3.1% |
| 7D | +5.6% | -4.0% | +9.6% | +5.5% |
| 30D | -12.1% | +6.8% | -18.9% | -12.5% |
| 3M | -16.3% | -2.8% | -13.5% | -16.3% |
| 6M | -26.0% | +20.9% | -46.8% | -26.8% |
| YTD | -5.5% | +40.2% | -45.8% | -12.2% |
| All | +5.4% | +32.9% | -27.5% | +0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 1y: compounded portfolio wealth divided by compounded URI 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…
1y analysis · Full analysis span regression · 6 months rolling