+13,503.3%
GOOGL vs VALE
+940.1%
+12,563.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.5% |
| 7D | +1.1% | +2.9% | -1.8% | +0.4% |
| 30D | -4.4% | +8.8% | -13.2% | -6.4% |
| 3M | -6.8% | +6.8% | -13.6% | -8.5% |
| 6M | +13.6% | +6.9% | +6.7% | +11.3% |
| YTD | +8.3% | +22.8% | -14.5% | +2.4% |
| 1Y | +44.9% | +61.3% | -16.3% | +28.5% |
| 3Y | +150.5% | +53.3% | +97.2% | +121.9% |
| 5Y | +137.7% | +44.9% | +92.9% | +105.3% |
| 10Y | +750.9% | +486.8% | +264.1% | +390.6% |
| All | +13,503.3% | +940.1% | +12,563.2% | +5,855.4% |
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 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