+31.0%
DIS vs VALE
+206.4%
-175.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -0.6% |
| 7D | +0.9% | -1.5% | +2.3% | +1.2% |
| 30D | +8.9% | -15.6% | +24.5% | +13.0% |
| 3M | +14.5% | -19.5% | +34.1% | +20.0% |
| 6M | +12.2% | -31.9% | +44.1% | +21.8% |
| YTD | +4.7% | -11.0% | +15.7% | +5.9% |
| 1Y | +2.8% | -2.1% | +4.9% | +1.6% |
| 3Y | +38.1% | +1.4% | +36.8% | +33.2% |
| 5Y | -23.6% | +36.2% | -59.8% | -33.9% |
| All | +31.0% | +206.4% | -175.4% | -5.9% |
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