+286.5%
C vs VALE
+473.3%
-186.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -1.4% |
| 7D | +3.2% | +2.9% | +0.3% | +2.0% |
| 30D | +1.3% | +8.8% | -7.5% | -1.9% |
| 3M | +3.1% | +6.8% | -3.6% | +0.4% |
| 6M | +29.6% | +6.9% | +22.7% | +25.6% |
| YTD | +19.0% | +22.8% | -3.9% | +8.8% |
| 1Y | +45.6% | +61.3% | -15.6% | +20.4% |
| 3Y | +269.3% | +53.3% | +216.0% | +203.9% |
| 5Y | +131.6% | +44.9% | +86.7% | +83.2% |
| 10Y | +286.5% | +486.8% | -200.2% | +95.2% |
| All | +286.5% | +473.3% | -186.8% | +95.2% |
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