+4,620.8%
DE vs VALE
+2,320.2%
+2,300.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.7% | -2.5% |
| 7D | +0.7% | +2.9% | -2.2% | -0.3% |
| 30D | +9.6% | +8.8% | +0.9% | +6.4% |
| 3M | +19.0% | +6.8% | +12.2% | +16.0% |
| 6M | +16.1% | +6.9% | +9.2% | +12.7% |
| YTD | +47.0% | +22.8% | +24.2% | +35.4% |
| 1Y | +43.1% | +61.3% | -18.1% | +19.7% |
| 3Y | +77.5% | +53.3% | +24.2% | +47.9% |
| 5Y | +96.4% | +44.9% | +51.5% | +58.8% |
| 10Y | +852.9% | +486.8% | +366.1% | +307.7% |
| All | +4,620.8% | +2,320.2% | +2,300.7% | +1,251.2% |
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