+476.5%
EXC vs VALE
+2,275.1%
-1,798.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | +0.3% | +1.6% | -1.3% | -0.1% |
| 30D | -3.7% | +5.1% | -8.8% | -4.8% |
| 3M | -1.3% | -0.4% | -0.9% | -1.5% |
| 6M | -9.7% | -2.2% | -7.5% | -9.9% |
| YTD | +2.9% | +20.5% | -17.6% | -1.9% |
| 1Y | +4.4% | +61.2% | -56.8% | -6.3% |
| 3Y | +22.2% | +43.1% | -20.9% | +10.6% |
| 5Y | +46.7% | +34.0% | +12.8% | +30.1% |
| 10Y | +155.3% | +469.7% | -314.3% | +51.3% |
| All | +476.5% | +2,275.1% | -1,798.6% | +152.1% |
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