+711.1%
AVGO vs VALE
+43.3%
+667.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.4% | -1.0% |
| 7D | -0.8% | -1.8% | +1.1% | -0.3% |
| 30D | -13.7% | +6.7% | -20.4% | -15.1% |
| 3M | -6.9% | +4.9% | -11.8% | -8.1% |
| 6M | +5.8% | +3.6% | +2.2% | +4.8% |
| YTD | +5.7% | +21.9% | -16.2% | +0.5% |
| 1Y | +9.0% | +61.6% | -52.5% | -2.8% |
| 3Y | +340.5% | +52.1% | +288.4% | +291.2% |
| 5Y | +711.1% | +43.2% | +667.9% | +690.9% |
| All | +711.1% | +43.3% | +667.8% | +690.9% |
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