+208.6%
B vs VALE
+206.6%
+2.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -3.3% | -2.8% | -5.3% |
| 7D | +7.1% | +5.5% | +1.7% | +5.9% |
| 30D | -3.3% | -15.0% | +11.6% | +0.3% |
| 3M | -2.5% | -20.0% | +17.5% | +2.6% |
| 6M | -7.2% | -28.4% | +21.1% | +0.2% |
| YTD | -7.4% | -8.6% | +1.2% | -4.3% |
| 1Y | +16.4% | +2.0% | +14.5% | +17.8% |
| 3Y | +178.7% | +4.1% | +174.6% | +178.4% |
| 5Y | +121.7% | +46.4% | +75.3% | +108.5% |
| 10Y | +208.6% | +202.4% | +6.2% | +148.9% |
| All | +208.6% | +206.6% | +2.0% | +148.9% |
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 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