+6.5%
FIX vs VALE
+1.6%
+4.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.2% | +4.2% | +4.9% |
| 7D | -17.5% | +1.8% | -19.2% | -18.4% |
| 30D | -41.6% | -14.8% | -26.7% | -35.8% |
| 3M | -40.6% | -19.0% | -21.6% | -33.2% |
| 6M | -49.4% | -27.7% | -21.7% | -38.7% |
| YTD | +9.2% | -8.5% | +17.7% | +14.4% |
| 1Y | +6.5% | +2.6% | +3.8% | +3.6% |
| All | +6.5% | +1.6% | +4.8% | +3.6% |
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