+216.0%
C vs VALE
+1.2%
+214.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +4.2% | -3.2% | +7.4% | +5.0% |
| 30D | +2.0% | -15.1% | +17.0% | +6.3% |
| 3M | -10.1% | -18.7% | +8.6% | -5.4% |
| 6M | +1.0% | -31.5% | +32.5% | +11.3% |
| YTD | +8.5% | -11.4% | +19.9% | +9.8% |
| 1Y | +25.7% | -1.9% | +27.6% | +23.1% |
| 3Y | +216.0% | +1.7% | +214.3% | +195.7% |
| All | +216.0% | +1.2% | +214.8% | +195.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling