+231.4%
INTU vs VALE
+200.9%
+30.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.3% | +3.9% | +1.3% |
| 7D | -1.2% | +5.5% | -6.7% | -2.3% |
| 30D | +12.4% | -15.0% | +27.4% | +15.8% |
| 3M | +2.3% | -20.0% | +22.3% | +6.3% |
| 6M | -13.3% | -28.4% | +15.1% | -8.3% |
| YTD | -47.9% | -8.6% | -39.3% | -48.3% |
| 1Y | -47.2% | +2.0% | -49.1% | -48.9% |
| 3Y | -33.9% | +4.1% | -38.0% | -37.3% |
| 5Y | -41.3% | +46.4% | -87.8% | -50.5% |
| All | +231.4% | +200.9% | +30.5% | +142.6% |
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