+207.2%
C vs VALE
+206.4%
+0.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | +0.8% |
| 7D | +4.7% | -1.5% | +6.2% | +5.2% |
| 30D | +0.2% | -15.6% | +15.8% | +6.1% |
| 3M | -9.3% | -19.5% | +10.2% | -2.6% |
| 6M | -0.8% | -31.9% | +31.0% | +12.8% |
| YTD | +8.5% | -11.0% | +19.5% | +10.7% |
| 1Y | +23.1% | -2.1% | +25.2% | +21.2% |
| 3Y | +220.8% | +1.4% | +219.4% | +205.2% |
| 5Y | +112.4% | +36.2% | +76.2% | +68.3% |
| All | +207.2% | +206.4% | +0.7% | +91.6% |
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