+6.5%
GOOGL vs VALE
-2.8%
+9.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.4% | -0.9% |
| 7D | +3.9% | -3.2% | +7.1% | +4.5% |
| 30D | -14.9% | -15.1% | +0.1% | -12.5% |
| 3M | -14.6% | -18.7% | +4.1% | -11.8% |
| 6M | -26.4% | -31.5% | +5.0% | -21.7% |
| YTD | -5.3% | -11.4% | +6.1% | +2.3% |
| 1Y | +6.5% | -1.9% | +8.3% | +17.0% |
| All | +6.5% | -2.8% | +9.2% | +17.0% |
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