-54.3%
C vs VALE
+1,702.7%
-1,757.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | 0.0% |
| 7D | -2.4% | +1.8% | -4.1% | -3.1% |
| 30D | -6.0% | -14.8% | +8.9% | 0.0% |
| 3M | -10.5% | -19.0% | +8.5% | -3.3% |
| 6M | -5.7% | -27.7% | +22.0% | +6.3% |
| YTD | +4.1% | -8.5% | +12.6% | +5.5% |
| 1Y | +20.5% | +2.6% | +17.9% | +16.4% |
| 3Y | +208.1% | +4.0% | +204.1% | +188.8% |
| 5Y | +110.4% | +51.2% | +59.2% | +57.8% |
| 10Y | +234.6% | +263.0% | -28.4% | +53.9% |
| All | -54.3% | +1,702.7% | -1,757.0% | -86.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling