+222.2%
B vs VALE
+1,701.1%
-1,478.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -3.3% | -2.8% | -5.2% |
| 7D | +7.1% | +5.5% | +1.7% | +5.7% |
| 30D | -3.3% | -15.0% | +11.6% | +1.2% |
| 3M | -2.5% | -20.0% | +17.5% | +3.8% |
| 6M | -7.2% | -28.4% | +21.1% | +2.1% |
| YTD | -7.4% | -8.6% | +1.2% | -4.3% |
| 1Y | +16.4% | +2.0% | +14.5% | +16.8% |
| 3Y | +178.7% | +4.1% | +174.6% | +175.6% |
| 5Y | +121.7% | +46.4% | +75.3% | +93.6% |
| 10Y | +208.6% | +202.4% | +6.2% | +89.6% |
| All | +222.2% | +1,701.1% | -1,478.9% | +13.1% |
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