+217.1%
B vs VALE
+1,701.1%
-1,484.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -2.7% | +1.3% | -4.0% | -3.0% |
| 30D | -4.3% | -14.3% | +10.0% | -0.1% |
| 3M | -2.3% | -16.8% | +14.5% | +2.9% |
| 6M | -16.2% | -30.2% | +14.0% | -7.2% |
| YTD | -8.8% | -8.6% | -0.2% | -5.8% |
| 1Y | +11.4% | +1.6% | +9.7% | +11.8% |
| 3Y | +174.3% | +4.1% | +170.2% | +171.2% |
| 5Y | +116.2% | +38.7% | +77.5% | +91.6% |
| 10Y | +222.7% | +214.6% | +8.1% | +95.8% |
| All | +217.1% | +1,701.1% | -1,484.1% | +11.3% |
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