-99.9%
DFNS vs VALE
+142.6%
-242.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.6% | +1.5% |
| 7D | -3.3% | -0.2% | -3.1% | -3.3% |
| 30D | -73.1% | +9.7% | -82.8% | -73.0% |
| 3M | -71.4% | +5.3% | -76.6% | -71.3% |
| 6M | -93.8% | +0.5% | -94.4% | -93.8% |
| YTD | -98.0% | +20.6% | -118.7% | -98.0% |
| 1Y | -98.2% | +57.6% | -155.8% | -98.2% |
| 3Y | -99.9% | +50.6% | -150.4% | -99.9% |
| 5Y | -99.9% | +41.8% | -141.7% | -99.9% |
| All | -99.9% | +142.6% | -242.5% | -99.9% |
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