+105.9%
C vs VALE
+49.7%
+56.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.2% |
| 7D | -2.4% | +1.8% | -4.1% | -2.8% |
| 30D | -6.0% | -14.8% | +8.9% | -2.3% |
| 3M | -10.5% | -19.0% | +8.5% | -6.1% |
| 6M | -5.7% | -27.7% | +22.0% | +1.6% |
| YTD | +4.1% | -8.5% | +12.6% | +5.1% |
| 1Y | +20.5% | +2.6% | +17.9% | +18.0% |
| 3Y | +208.1% | +4.0% | +204.1% | +194.7% |
| All | +105.9% | +49.7% | +56.3% | +75.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling