+208.8%
C vs VALE
+206.6%
+2.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | +1.4% |
| 7D | -0.4% | +5.5% | -5.8% | -2.3% |
| 30D | -5.2% | -15.0% | +9.8% | +0.2% |
| 3M | -9.1% | -20.0% | +10.9% | -2.1% |
| 6M | -1.6% | -28.4% | +26.8% | +10.0% |
| YTD | +6.9% | -8.6% | +15.5% | +8.1% |
| 1Y | +23.0% | +2.0% | +21.0% | +19.4% |
| 3Y | +216.1% | +4.1% | +212.1% | +198.1% |
| 5Y | +112.2% | +46.4% | +65.8% | +63.3% |
| 10Y | +208.8% | +202.4% | +6.4% | +89.5% |
| All | +208.8% | +206.6% | +2.2% | +89.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling