+41.2%
GOOGL vs VALE
+57.8%
-16.6%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.8% |
| 7D | 0.0% | -0.3% | +0.3% | +0.1% |
| 30D | -1.4% | +8.6% | -10.0% | -3.4% |
| 3M | -5.3% | +2.0% | -7.3% | -5.9% |
| 6M | +9.8% | +2.1% | +7.7% | +8.7% |
| YTD | +8.4% | +20.2% | -11.9% | +2.2% |
| 1Y | +41.2% | +55.2% | -14.0% | +11.4% |
| All | +41.2% | +57.8% | -16.6% | +11.4% |
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