+252.1%
INTC vs VALE
+526.3%
-274.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.7% |
| 7D | +7.5% | -0.3% | +7.7% | +7.6% |
| 30D | +2.0% | +8.6% | -6.7% | -0.9% |
| 3M | -12.0% | +2.0% | -14.0% | -12.5% |
| 6M | +114.5% | +2.1% | +112.4% | +112.9% |
| YTD | +179.0% | +20.2% | +158.8% | +163.0% |
| 1Y | +318.3% | +55.2% | +263.1% | +263.2% |
| 3Y | +171.2% | +45.9% | +125.3% | +137.2% |
| 5Y | +107.6% | +41.4% | +66.2% | +75.6% |
| All | +252.1% | +526.3% | -274.2% | +109.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling