+31,416.6%
AVGO vs VALE
+103.5%
+31,313.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -3.0% | +1.6% | -4.5% | -3.4% |
| 30D | -14.4% | +5.1% | -19.6% | -15.6% |
| 3M | -14.4% | -0.4% | -14.0% | -14.5% |
| 6M | +13.1% | -2.2% | +15.3% | +13.5% |
| YTD | +3.8% | +20.5% | -16.7% | -1.7% |
| 1Y | +17.8% | +61.2% | -43.4% | +3.5% |
| 3Y | +325.3% | +43.1% | +282.1% | +280.0% |
| 5Y | +689.9% | +34.0% | +656.0% | +590.6% |
| 10Y | +2,597.0% | +469.7% | +2,127.3% | +1,448.3% |
| All | +31,416.6% | +103.5% | +31,313.1% | +21,034.5% |
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