-37.1%
DOW vs VALE
+40.3%
-77.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.7% | -2.0% |
| 7D | -1.4% | -0.3% | -1.1% | -1.3% |
| 30D | -3.9% | +8.6% | -12.6% | -6.5% |
| 3M | -12.7% | +2.0% | -14.7% | -13.5% |
| 6M | -13.7% | +2.1% | -15.8% | -15.5% |
| YTD | +28.4% | +20.2% | +8.2% | +17.9% |
| 1Y | +21.8% | +55.2% | -33.4% | +1.8% |
| 3Y | -35.7% | +45.9% | -81.6% | -46.2% |
| All | -37.1% | +40.3% | -77.4% | -48.3% |
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