+142.1%
GOOG vs VALE
+45.8%
+96.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.9% |
| 7D | -2.5% | -0.2% | -2.3% | -2.5% |
| 30D | -3.6% | +9.7% | -13.4% | -6.2% |
| 3M | -6.4% | +5.3% | -11.7% | -8.1% |
| 6M | +7.8% | +0.5% | +7.2% | +7.0% |
| YTD | +5.5% | +20.6% | -15.1% | -1.6% |
| 1Y | +38.3% | +57.6% | -19.3% | +18.1% |
| All | +142.1% | +45.8% | +96.3% | +103.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling