+81.9%
VALE vs UVXY
-100.0%
+181.9%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.2% | -6.2% | -0.3% |
| 7D | -0.2% | +11.0% | -11.2% | +1.4% |
| 30D | +9.7% | -8.8% | +18.5% | +8.4% |
| 3M | +5.3% | -41.9% | +47.2% | -1.9% |
| 6M | +0.5% | -61.2% | +61.7% | -10.1% |
| YTD | +20.6% | -46.2% | +66.8% | +15.0% |
| 1Y | +57.6% | -65.2% | +122.8% | +43.2% |
| 3Y | +50.6% | -94.6% | +145.1% | +24.7% |
| 5Y | +41.8% | -99.7% | +141.5% | -10.8% |
| 10Y | +515.1% | -100.0% | +615.1% | +147.1% |
| All | +81.9% | -100.0% | +181.9% | -77.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UVXY.
Daily Out/Under-Performance
Portfolio return minus UVXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UVXY 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 UVXY 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