+209.7%
VALE vs USHY
+49.7%
+160.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.4% |
| 7D | -0.3% | -0.7% | +0.4% | +1.2% |
| 30D | +8.6% | -0.7% | +9.3% | +10.1% |
| 3M | +2.0% | +0.1% | +1.9% | +1.9% |
| 6M | +2.1% | +1.8% | +0.3% | -1.0% |
| YTD | +20.2% | +1.8% | +18.4% | +16.7% |
| 1Y | +55.2% | +3.3% | +51.9% | +46.3% |
| 3Y | +45.9% | +27.0% | +18.9% | -7.9% |
| 5Y | +41.4% | +21.0% | +20.4% | +1.1% |
| All | +209.7% | +49.7% | +160.0% | +54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 10y: compounded portfolio wealth divided by compounded USHY 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…
10y analysis · Full analysis span regression · 6 months rolling