+145.2%
GOOGL vs VALE
+45.8%
+99.4%
-29.8%
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 | -2.8% | -0.2% | -2.6% | -2.8% |
| 30D | -3.2% | +9.7% | -12.9% | -5.8% |
| 3M | -6.6% | +5.3% | -11.9% | -8.2% |
| 6M | +8.5% | +0.5% | +7.9% | +7.7% |
| YTD | +6.5% | +20.6% | -14.1% | -0.7% |
| 1Y | +39.4% | +57.6% | -18.2% | +19.0% |
| All | +145.2% | +45.8% | +99.4% | +106.3% |
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