+132.5%
GOOGL vs VALE
+43.3%
+89.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.1% |
| 7D | -1.9% | -1.8% | 0.0% | -1.5% |
| 30D | -7.5% | +6.7% | -14.1% | -8.7% |
| 3M | -9.2% | +4.9% | -14.1% | -10.2% |
| 6M | +8.1% | +3.6% | +4.5% | +7.0% |
| YTD | +5.8% | +21.9% | -16.0% | +1.3% |
| 1Y | +38.3% | +61.6% | -23.2% | +25.4% |
| 3Y | +144.8% | +52.1% | +92.6% | +121.0% |
| 5Y | +132.5% | +43.2% | +89.4% | +124.4% |
| All | +132.5% | +43.3% | +89.3% | +124.4% |
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 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