+202.9%
B vs VALE
+49.2%
+153.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.1% |
| 7D | -1.6% | +1.6% | -3.2% | -2.6% |
| 30D | +9.4% | +5.1% | +4.3% | +6.2% |
| 3M | +5.0% | -0.4% | +5.4% | +5.2% |
| 6M | -3.5% | -2.2% | -1.3% | -2.2% |
| YTD | +4.5% | +20.5% | -16.1% | -2.8% |
| 1Y | +67.8% | +61.2% | +6.6% | +38.5% |
| All | +202.9% | +49.2% | +153.7% | +158.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling