+164.3%
INTC vs VALE
+45.8%
+118.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.0% | -4.5% | -5.0% |
| 7D | +9.4% | -0.2% | +9.6% | +9.6% |
| 30D | +2.7% | +9.7% | -7.1% | -2.8% |
| 3M | -6.3% | +5.3% | -11.5% | -8.9% |
| 6M | +114.5% | +0.5% | +113.9% | +112.2% |
| YTD | +171.9% | +20.6% | +151.3% | +144.1% |
| 1Y | +305.0% | +57.6% | +247.4% | +213.9% |
| All | +164.3% | +45.8% | +118.5% | +94.5% |
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