+153.8%
B vs VALE
+41.9%
+111.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.4% | -2.2% |
| 7D | +2.3% | +2.9% | -0.6% | +1.1% |
| 30D | +1.4% | +8.8% | -7.4% | -1.9% |
| 3M | +12.2% | +6.8% | +5.4% | +9.5% |
| 6M | -2.1% | +6.9% | -9.0% | -4.0% |
| YTD | +2.9% | +22.8% | -19.9% | -2.8% |
| 1Y | +55.3% | +61.3% | -5.9% | +35.4% |
| 3Y | +198.7% | +53.3% | +145.4% | +160.5% |
| 5Y | +153.8% | +44.9% | +108.9% | +123.4% |
| All | +153.8% | +41.9% | +111.9% | +123.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling