-34.4%
DOW vs VALE
+45.8%
-80.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.9% | +1.2% |
| 7D | -2.4% | -0.2% | -2.2% | -2.3% |
| 30D | -4.1% | +9.7% | -13.8% | -7.3% |
| 3M | -12.4% | +5.3% | -17.7% | -14.4% |
| 6M | -10.6% | +0.5% | -11.2% | -12.4% |
| YTD | +31.1% | +20.6% | +10.5% | +16.0% |
| 1Y | +30.5% | +57.6% | -27.1% | +0.1% |
| All | -34.4% | +45.8% | -80.2% | -50.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling