-15.8%
F vs VALE
+49.7%
-65.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.0% |
| 7D | +1.6% | +1.8% | -0.2% | +1.1% |
| 30D | +2.6% | -14.8% | +17.5% | +7.0% |
| 3M | -8.8% | -19.0% | +10.2% | -3.9% |
| 6M | +4.6% | -27.7% | +32.3% | +13.5% |
| YTD | -1.9% | -8.5% | +6.6% | -0.5% |
| 1Y | -0.8% | +2.6% | -3.4% | -2.5% |
| 3Y | +43.5% | +4.0% | +39.4% | +37.6% |
| All | -15.8% | +49.7% | -65.5% | -26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling