-100.0%
DFNS vs VALE
+83.9%
-183.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | 0.0% | +12.7% | +12.7% |
| 7D | -13.0% | +1.3% | -14.3% | -12.9% |
| 30D | -56.9% | -14.3% | -42.5% | -57.0% |
| 3M | -93.2% | -16.8% | -76.4% | -93.2% |
| 6M | -95.4% | -30.2% | -65.2% | -95.4% |
| YTD | -99.5% | -8.6% | -90.9% | -99.5% |
| 1Y | -99.6% | +1.6% | -101.3% | -99.6% |
| 3Y | -100.0% | +4.1% | -104.1% | -100.0% |
| 5Y | -100.0% | +38.7% | -138.6% | -100.0% |
| All | -100.0% | +83.9% | -183.8% | -100.0% |
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