+72.2%
F vs VALE
+206.6%
-134.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.3% | +1.3% | -0.9% |
| 7D | -0.2% | +5.5% | -5.7% | -1.9% |
| 30D | +0.9% | -15.0% | +15.9% | +5.8% |
| 3M | -11.3% | -20.0% | +8.7% | -5.6% |
| 6M | +2.0% | -28.4% | +30.4% | +12.1% |
| YTD | -3.2% | -8.6% | +5.4% | -1.7% |
| 1Y | -3.5% | +2.0% | -5.4% | -5.3% |
| 3Y | +48.1% | +4.1% | +44.0% | +42.0% |
| 5Y | -13.5% | +46.4% | -59.9% | -28.9% |
| 10Y | +72.2% | +202.4% | -130.2% | +15.3% |
| All | +72.2% | +206.6% | -134.5% | +15.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling