+263.3%
B vs VALE
+2,275.1%
-2,011.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.1% |
| 7D | -1.6% | +1.6% | -3.2% | -2.1% |
| 30D | +9.4% | +5.1% | +4.3% | +7.9% |
| 3M | +5.0% | -0.4% | +5.4% | +5.3% |
| 6M | -3.5% | -2.2% | -1.3% | -2.6% |
| YTD | +4.5% | +20.5% | -16.1% | -0.2% |
| 1Y | +67.8% | +61.2% | +6.6% | +48.4% |
| 3Y | +196.7% | +43.1% | +153.6% | +167.9% |
| 5Y | +151.9% | +34.0% | +118.0% | +123.5% |
| 10Y | +202.2% | +469.7% | -267.5% | +53.0% |
| All | +263.3% | +2,275.1% | -2,011.8% | +18.0% |
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