+75.8%
F vs VALE
+1,701.1%
-1,625.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -2.1% | +1.3% | -3.5% | -2.6% |
| 30D | +3.3% | -14.3% | +17.7% | +8.2% |
| 3M | -11.3% | -16.8% | +5.5% | -6.5% |
| 6M | +5.3% | -30.2% | +35.5% | +16.9% |
| YTD | -2.2% | -8.6% | +6.4% | -0.8% |
| 1Y | -3.5% | +1.6% | -5.2% | -5.4% |
| 3Y | +49.5% | +4.1% | +45.4% | +43.4% |
| 5Y | -13.5% | +38.7% | -52.2% | -27.6% |
| 10Y | +69.0% | +214.6% | -145.6% | -1.8% |
| All | +75.8% | +1,701.1% | -1,625.3% | -51.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling