+51.9%
VALE vs URI
+121.2%
-69.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.5% |
| 7D | +1.6% | -2.0% | +3.6% | +1.9% |
| 30D | +5.1% | -12.9% | +18.1% | +7.2% |
| 3M | -0.4% | -6.7% | +6.3% | +0.3% |
| 6M | -2.2% | +19.0% | -21.2% | -5.8% |
| YTD | +20.5% | +25.5% | -5.0% | +13.9% |
| 1Y | +61.2% | +5.5% | +55.6% | +57.6% |
| All | +51.9% | +121.2% | -69.3% | +22.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling