-41.7%
INTU vs VALE
+41.9%
-83.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.9% | -6.0% | -4.3% |
| 7D | -7.5% | +2.9% | -10.4% | -7.8% |
| 30D | -1.9% | +8.8% | -10.7% | -2.9% |
| 3M | +4.9% | +6.8% | -1.9% | +3.9% |
| 6M | -33.2% | +6.9% | -40.1% | -34.1% |
| YTD | -51.4% | +22.8% | -74.2% | -53.5% |
| 1Y | -52.0% | +61.3% | -113.2% | -56.3% |
| 3Y | -40.7% | +53.3% | -94.0% | -46.4% |
| 5Y | -41.7% | +44.9% | -86.6% | -44.6% |
| All | -41.7% | +41.9% | -83.6% | -44.6% |
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 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