+30,513.3%
AVGO vs VALE
+49.6%
+30,463.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.5% | -4.2% | -4.6% |
| 7D | +18.2% | -3.2% | +21.3% | +19.1% |
| 30D | +0.2% | -15.1% | +15.3% | +4.2% |
| 3M | -16.8% | -18.7% | +1.9% | -12.6% |
| 6M | -16.5% | -31.5% | +15.0% | -8.4% |
| YTD | +0.8% | -11.4% | +12.2% | +3.0% |
| 1Y | +2.8% | -1.9% | +4.7% | +2.1% |
| 3Y | +278.5% | +1.7% | +276.9% | +268.4% |
| 5Y | +573.1% | +35.4% | +537.6% | +486.8% |
| 10Y | +2,598.7% | +204.8% | +2,393.8% | +1,703.2% |
| All | +30,513.3% | +49.6% | +30,463.7% | +22,045.9% |
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