+3.6%
GOOG vs VALE
+3.0%
+0.6%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.1% | -0.9% | +2.4% |
| 7D | -10.7% | -0.3% | -10.4% | -10.7% |
| 30D | -16.4% | -19.2% | +2.8% | -13.1% |
| 3M | -23.4% | -20.7% | -2.7% | -20.3% |
| 6M | -24.2% | -25.8% | +1.6% | -20.4% |
| YTD | -8.3% | -9.8% | +1.5% | -3.7% |
| 1Y | +3.6% | +3.7% | -0.1% | +4.7% |
| All | +3.6% | +3.0% | +0.6% | +4.7% |
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