+136.0%
GOOG vs VALE
+40.3%
+95.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.9% | +1.6% |
| 7D | 0.0% | -0.3% | +0.3% | +0.1% |
| 30D | -2.0% | +8.6% | -10.6% | -3.6% |
| 3M | -5.9% | +2.0% | -7.8% | -6.4% |
| 6M | +8.9% | +2.1% | +6.8% | +8.1% |
| YTD | +7.1% | +20.2% | -13.1% | +2.8% |
| 1Y | +39.7% | +55.2% | -15.5% | +27.6% |
| 3Y | +145.8% | +45.9% | +100.0% | +123.4% |
| All | +136.0% | +40.3% | +95.7% | +128.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling