-1.6%
F vs VALE
+5.1%
-6.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.3% | -2.6% | -0.2% |
| 7D | -0.6% | +5.6% | -6.2% | -2.1% |
| 30D | +2.9% | -12.1% | +15.0% | +6.6% |
| 3M | -9.5% | -16.3% | +6.8% | -5.2% |
| 6M | +4.0% | -26.0% | +30.0% | +13.0% |
| YTD | -1.3% | -5.5% | +4.2% | -1.8% |
| All | -1.6% | +5.1% | -6.7% | -6.8% |
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