-99.9%
DFNS vs VALE
+43.3%
-143.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.8% | -3.9% | -4.7% |
| 7D | +4.6% | -1.8% | +6.5% | +4.6% |
| 30D | -73.9% | +6.7% | -80.5% | -73.8% |
| 3M | -71.7% | +4.9% | -76.6% | -71.6% |
| 6M | -94.6% | +3.6% | -98.2% | -94.5% |
| YTD | -98.1% | +21.9% | -120.0% | -98.1% |
| 1Y | -98.3% | +61.6% | -159.9% | -98.3% |
| 3Y | -99.9% | +52.1% | -152.0% | -99.9% |
| 5Y | -99.9% | +43.2% | -143.0% | -99.9% |
| All | -99.9% | +43.3% | -143.1% | -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 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