-42.6%
INTU vs VALE
+48.9%
-91.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.3% | -4.2% | -1.3% |
| 7D | -3.9% | +5.6% | -9.5% | -4.5% |
| 30D | +11.7% | -12.1% | +23.8% | +13.1% |
| 3M | +4.5% | -16.3% | +20.8% | +6.1% |
| 6M | -13.9% | -26.0% | +12.1% | -11.3% |
| YTD | -48.2% | -5.5% | -42.7% | -49.3% |
| 1Y | -47.1% | +6.7% | -53.8% | -49.4% |
| 3Y | -32.5% | +10.2% | -42.7% | -36.8% |
| 5Y | -42.6% | +49.7% | -92.3% | -48.1% |
| All | -42.6% | +48.9% | -91.4% | -48.1% |
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