+45.6%
C vs VALE
+61.4%
-15.8%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -1.1% |
| 7D | +3.2% | +2.9% | +0.3% | +2.5% |
| 30D | +1.3% | +8.8% | -7.5% | -0.7% |
| 3M | +3.1% | +6.8% | -3.6% | +1.5% |
| 6M | +29.6% | +6.9% | +22.7% | +27.7% |
| YTD | +19.0% | +22.8% | -3.9% | +12.5% |
| 1Y | +45.6% | +61.3% | -15.6% | +32.6% |
| All | +45.6% | +61.4% | -15.8% | +32.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling