+2,275.1%
VALE vs URI
+3,919.2%
-1,644.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.8% |
| 7D | +1.6% | -2.0% | +3.6% | +2.2% |
| 30D | +5.1% | -12.9% | +18.1% | +10.1% |
| 3M | -0.4% | -6.7% | +6.3% | +1.2% |
| 6M | -2.2% | +19.0% | -21.2% | -10.4% |
| YTD | +20.5% | +25.5% | -5.0% | +7.1% |
| 1Y | +61.2% | +5.5% | +55.6% | +52.0% |
| 3Y | +43.1% | +111.3% | -68.2% | -0.1% |
| 5Y | +34.0% | +198.6% | -164.6% | -21.1% |
| 10Y | +469.7% | +1,179.9% | -710.2% | +83.7% |
| All | +2,275.1% | +3,919.2% | -1,644.1% | +263.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling