+3,534.5%
ASX vs VALE
+1,701.1%
+1,833.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | 0.0% | +6.6% | +6.6% |
| 7D | +0.8% | +1.3% | -0.5% | +0.4% |
| 30D | -20.4% | -14.3% | -6.1% | -16.5% |
| 3M | -2.1% | -16.8% | +14.7% | +3.6% |
| 6M | +8.2% | -30.2% | +38.4% | +21.4% |
| YTD | +137.3% | -8.6% | +145.9% | +143.6% |
| 1Y | +155.0% | +1.6% | +153.4% | +152.8% |
| 3Y | +397.9% | +4.1% | +393.9% | +385.4% |
| 5Y | +529.2% | +38.7% | +490.6% | +437.4% |
| 10Y | +1,007.5% | +214.6% | +792.9% | +553.7% |
| All | +3,534.5% | +1,701.1% | +1,833.4% | +559.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling