+116.0%
INTC vs VALE
+43.3%
+72.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.0% |
| 7D | +18.0% | -1.8% | +19.8% | +18.8% |
| 30D | +8.9% | +6.7% | +2.3% | +6.3% |
| 3M | -1.6% | +4.9% | -6.4% | -3.2% |
| 6M | +133.1% | +3.6% | +129.5% | +129.8% |
| YTD | +187.9% | +21.9% | +166.0% | +170.1% |
| 1Y | +334.7% | +61.6% | +273.1% | +273.3% |
| 3Y | +184.2% | +52.1% | +132.1% | +143.0% |
| 5Y | +116.0% | +43.2% | +72.8% | +87.9% |
| All | +116.0% | +43.3% | +72.7% | +87.9% |
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