-10.4%
DOW vs VALE
+119.2%
-129.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | -0.4% |
| 7D | -2.9% | +2.9% | -5.8% | -4.1% |
| 30D | +2.0% | +8.8% | -6.8% | -1.9% |
| 3M | -12.5% | +6.8% | -19.3% | -15.6% |
| 6M | -9.2% | +6.9% | -16.1% | -13.7% |
| YTD | +30.8% | +22.8% | +8.0% | +15.7% |
| 1Y | +29.4% | +61.3% | -31.9% | +0.5% |
| 3Y | -34.6% | +53.3% | -87.9% | -49.0% |
| 5Y | -35.9% | +44.9% | -80.8% | -52.5% |
| All | -10.4% | +119.2% | -129.6% | -55.1% |
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 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