-47.5%
C vs VALE
+2,275.1%
-2,322.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | +3.6% | +1.6% | +2.0% | +2.9% |
| 30D | +0.1% | +5.1% | -5.1% | -2.2% |
| 3M | +2.4% | -0.4% | +2.8% | +2.1% |
| 6M | +24.9% | -2.2% | +27.1% | +24.9% |
| YTD | +19.8% | +20.5% | -0.7% | +9.1% |
| 1Y | +44.9% | +61.2% | -16.3% | +17.0% |
| 3Y | +263.0% | +43.1% | +219.8% | +199.6% |
| 5Y | +129.5% | +34.0% | +95.6% | +82.2% |
| 10Y | +291.6% | +469.7% | -178.1% | +49.1% |
| All | -47.5% | +2,275.1% | -2,322.5% | -85.8% |
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