+0.1%
DOW vs VALE
+58.1%
-58.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | +5.2% | -3.2% | +8.4% | +6.5% |
| 30D | +13.2% | -15.1% | +28.3% | +20.6% |
| 3M | +10.1% | -18.7% | +28.8% | +19.0% |
| 6M | -13.1% | -31.5% | +18.4% | +0.5% |
| YTD | +46.1% | -11.4% | +57.6% | +47.5% |
| 1Y | +50.0% | -1.9% | +51.9% | +44.1% |
| 3Y | -20.2% | +1.7% | -21.9% | -26.1% |
| 5Y | -27.7% | +35.4% | -63.1% | -46.7% |
| All | +0.1% | +58.1% | -58.0% | -42.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling