+1,702.7%
VALE vs URI
+4,101.1%
-2,398.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.8% |
| 7D | +1.8% | -9.8% | +11.5% | +5.2% |
| 30D | -14.8% | +1.7% | -16.6% | -15.9% |
| 3M | -19.0% | -9.1% | -10.0% | -17.1% |
| 6M | -27.7% | +9.9% | -37.6% | -31.4% |
| YTD | -8.5% | +31.2% | -39.7% | -20.5% |
| 1Y | +2.6% | +25.9% | -23.3% | -9.5% |
| 3Y | +4.0% | +147.4% | -143.3% | -31.8% |
| 5Y | +51.2% | +179.7% | -128.5% | -8.9% |
| 10Y | +263.0% | +1,419.5% | -1,156.5% | +9.7% |
| All | +1,702.7% | +4,101.1% | -2,398.5% | +169.4% |
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