+502.7%
EXC vs VALE
+1,702.7%
-1,200.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.2% | -2.2% |
| 7D | -1.2% | +1.8% | -2.9% | -1.5% |
| 30D | +10.0% | -14.8% | +24.8% | +13.3% |
| 3M | +1.6% | -19.0% | +20.6% | +5.5% |
| 6M | +3.3% | -27.7% | +31.0% | +9.3% |
| YTD | +7.6% | -8.5% | +16.1% | +7.9% |
| 1Y | +3.5% | +2.6% | +0.8% | +1.4% |
| 3Y | +27.7% | +4.0% | +23.6% | +22.9% |
| 5Y | +41.1% | +51.2% | -10.1% | +21.6% |
| 10Y | +178.2% | +263.0% | -84.8% | +80.8% |
| All | +502.7% | +1,702.7% | -1,200.0% | +177.4% |
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