+2,761.7%
AVGO vs VALE
+528.4%
+2,233.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | +0.1% | -0.7% |
| 7D | +1.0% | -0.2% | +1.2% | +1.1% |
| 30D | -13.3% | +9.7% | -23.0% | -15.6% |
| 3M | -2.9% | +5.3% | -8.1% | -4.5% |
| 6M | +5.7% | +0.5% | +5.2% | +5.4% |
| YTD | +4.6% | +20.6% | -16.0% | -1.6% |
| 1Y | -1.6% | +57.6% | -59.2% | -14.3% |
| 3Y | +336.2% | +50.6% | +285.7% | +279.1% |
| 5Y | +695.6% | +41.8% | +653.8% | +573.3% |
| All | +2,761.7% | +528.4% | +2,233.4% | +1,619.8% |
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