+99.4%
DE vs VALE
+40.1%
+59.3%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.4% |
| 7D | -2.4% | -0.2% | -2.2% | -2.3% |
| 30D | +9.7% | +9.7% | 0.0% | +6.9% |
| 3M | +21.4% | +5.3% | +16.1% | +19.4% |
| 6M | +15.0% | +0.5% | +14.5% | +14.3% |
| YTD | +46.4% | +20.6% | +25.8% | +38.1% |
| 1Y | +45.6% | +57.6% | -12.0% | +27.5% |
| 3Y | +76.8% | +50.6% | +26.2% | +53.8% |
| 5Y | +99.4% | +41.8% | +57.6% | +74.5% |
| All | +99.4% | +40.1% | +59.3% | +74.5% |
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