+47.9%
DE vs VALE
+60.7%
-12.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.1% | -0.1% |
| 7D | +10.0% | +1.6% | +8.4% | +9.6% |
| 30D | +13.3% | +5.1% | +8.2% | +11.7% |
| 3M | +17.5% | -0.4% | +17.9% | +17.2% |
| 6M | +13.6% | -2.2% | +15.8% | +13.4% |
| YTD | +49.8% | +20.5% | +29.3% | +44.0% |
| 1Y | +47.9% | +61.2% | -13.3% | +42.6% |
| All | +47.9% | +60.7% | -12.8% | +42.6% |
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