+22.3%
DIS vs VALE
+493.0%
-470.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | -0.1% | -0.7% |
| 7D | -3.5% | -1.8% | -1.7% | -3.1% |
| 30D | +1.0% | +6.7% | -5.7% | -0.6% |
| 3M | +5.7% | +4.9% | +0.8% | +4.2% |
| 6M | +3.3% | +3.6% | -0.3% | +1.9% |
| YTD | -7.7% | +21.9% | -29.6% | -12.8% |
| 1Y | -10.0% | +61.6% | -71.5% | -20.4% |
| 3Y | +31.7% | +52.1% | -20.4% | +16.0% |
| 5Y | -42.2% | +43.2% | -85.4% | -50.0% |
| 10Y | +22.3% | +521.5% | -499.2% | -20.1% |
| All | +22.3% | +493.0% | -470.6% | -20.1% |
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