-40.7%
INTU vs VALE
+53.3%
-94.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.9% | -6.0% | -4.2% |
| 7D | -7.5% | +2.9% | -10.4% | -7.7% |
| 30D | -1.9% | +8.8% | -10.7% | -2.5% |
| 3M | +4.9% | +6.8% | -1.9% | +4.4% |
| 6M | -33.2% | +6.9% | -40.1% | -33.8% |
| YTD | -51.4% | +22.8% | -74.2% | -53.9% |
| 1Y | -52.0% | +61.3% | -113.2% | -57.4% |
| 3Y | -40.7% | +53.3% | -94.0% | -48.5% |
| All | -40.7% | +53.3% | -94.0% | -48.5% |
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