+432.3%
ASX vs VALE
+34.7%
+397.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -0.7% | +1.6% | -2.3% | -1.4% |
| 30D | +2.0% | +5.1% | -3.1% | -0.1% |
| 3M | -1.3% | -0.4% | -0.9% | -1.2% |
| 6M | +71.4% | -2.2% | +73.6% | +72.6% |
| YTD | +135.3% | +20.5% | +114.8% | +120.6% |
| 1Y | +267.5% | +61.2% | +206.3% | +213.3% |
| 3Y | +388.5% | +43.1% | +345.3% | +323.9% |
| All | +432.3% | +34.7% | +397.6% | +399.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling