+13,164.2%
GOOG vs VALE
+932.1%
+12,232.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.9% |
| 7D | -1.6% | -1.8% | +0.3% | -1.1% |
| 30D | -7.7% | +6.7% | -14.3% | -9.1% |
| 3M | -9.3% | +4.9% | -14.2% | -10.5% |
| 6M | +7.4% | +3.6% | +3.9% | +6.1% |
| YTD | +4.9% | +21.9% | -17.0% | -0.7% |
| 1Y | +37.2% | +61.6% | -24.3% | +21.5% |
| 3Y | +141.6% | +52.1% | +89.5% | +114.4% |
| 5Y | +128.8% | +43.2% | +85.6% | +98.0% |
| 10Y | +772.7% | +521.5% | +251.2% | +395.3% |
| All | +13,164.2% | +932.1% | +12,232.2% | +5,704.7% |
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 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