+851.5%
DE vs VALE
+526.3%
+325.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -2.6% | -0.3% | -2.3% | -2.5% |
| 30D | +9.0% | +8.6% | +0.4% | +6.4% |
| 3M | +19.1% | +2.0% | +17.2% | +18.1% |
| 6M | +14.4% | +2.1% | +12.3% | +13.1% |
| YTD | +45.9% | +20.2% | +25.7% | +37.0% |
| 1Y | +43.6% | +55.2% | -11.6% | +24.8% |
| 3Y | +75.9% | +45.9% | +30.0% | +53.0% |
| 5Y | +98.8% | +41.4% | +57.4% | +67.9% |
| All | +851.5% | +526.3% | +325.1% | +464.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling