+16.4%
B vs VALE
+1.7%
+14.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -3.3% | -2.8% | -3.5% |
| 7D | +7.1% | +5.5% | +1.7% | +3.1% |
| 30D | -3.3% | -15.0% | +11.6% | +9.6% |
| 3M | -2.5% | -20.0% | +17.5% | +15.4% |
| 6M | -7.2% | -28.4% | +21.1% | +20.6% |
| YTD | -7.4% | -8.6% | +1.2% | +6.4% |
| 1Y | +16.4% | +2.0% | +14.5% | +28.6% |
| All | +16.4% | +1.7% | +14.7% | +28.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling