+842.6%
ASX vs VALE
+223.9%
+618.7%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +3.3% | +5.4% | +7.5% |
| 7D | -12.3% | +5.6% | -17.8% | -13.9% |
| 30D | -26.0% | -12.1% | -13.9% | -22.8% |
| 3M | -8.1% | -16.3% | +8.2% | -2.7% |
| 6M | +1.4% | -26.0% | +27.4% | +12.0% |
| YTD | +115.6% | -5.5% | +121.1% | +119.6% |
| 1Y | +128.0% | +6.7% | +121.3% | +123.2% |
| 3Y | +371.4% | +10.2% | +361.2% | +351.9% |
| 5Y | +469.4% | +49.7% | +419.7% | +377.9% |
| 10Y | +842.6% | +222.3% | +620.4% | +515.5% |
| All | +842.6% | +223.9% | +618.7% | +515.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE 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 VALE 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