+25.3%
F vs VALE
+61.4%
-36.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -7.7% |
| 6M | +17.9% | +6.9% | +11.0% | +14.8% |
| YTD | +10.4% | +22.8% | -12.4% | +4.0% |
| 1Y | +25.3% | +61.3% | -35.9% | +13.9% |
| All | +25.3% | +61.4% | -36.1% | +13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling