+86.4%
F vs VALE
+473.3%
-386.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.9% | -6.1% | -4.8% |
| 7D | +1.2% | +2.9% | -1.8% | +0.2% |
| 30D | +1.2% | +8.8% | -7.6% | -1.5% |
| 3M | -5.7% | +6.8% | -12.4% | -7.8% |
| 6M | +17.9% | +6.9% | +11.0% | +14.9% |
| YTD | +10.4% | +22.8% | -12.4% | +2.8% |
| 1Y | +25.3% | +61.3% | -35.9% | +7.3% |
| 3Y | +37.5% | +53.3% | -15.9% | +17.4% |
| 5Y | +46.5% | +44.9% | +1.7% | +21.9% |
| 10Y | +86.4% | +486.8% | -400.4% | +4.5% |
| All | +86.4% | +473.3% | -386.9% | +4.5% |
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