+52,009.8%
FIX vs VALE
+2,275.1%
+49,734.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | +6.0% | +1.6% | +4.4% | +5.5% |
| 30D | -7.2% | +5.1% | -12.4% | -8.7% |
| 3M | -15.9% | -0.4% | -15.4% | -15.8% |
| 6M | +12.7% | -2.2% | +14.9% | +13.6% |
| YTD | +72.8% | +20.5% | +52.3% | +63.9% |
| 1Y | +122.9% | +61.2% | +61.7% | +94.8% |
| 3Y | +774.3% | +43.1% | +731.2% | +674.8% |
| 5Y | +2,049.5% | +34.0% | +2,015.5% | +1,749.3% |
| 10Y | +5,821.5% | +469.7% | +5,351.8% | +2,971.2% |
| All | +52,009.8% | +2,275.1% | +49,734.7% | +13,833.5% |
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