+130.7%
FIX vs VALE
+61.4%
+69.3%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.9% | +0.5% | +1.2% |
| 7D | +6.1% | +2.9% | +3.1% | +4.1% |
| 30D | -2.7% | +8.8% | -11.5% | -8.1% |
| 3M | -10.9% | +6.8% | -17.7% | -14.7% |
| 6M | +29.0% | +6.9% | +22.1% | +23.1% |
| YTD | +76.9% | +22.8% | +54.1% | +57.9% |
| 1Y | +130.7% | +61.3% | +69.5% | +80.4% |
| All | +130.7% | +61.4% | +69.3% | +80.4% |
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 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