-3.5%
IR vs VALE
+60.7%
-64.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.5% | +1.4% |
| 7D | -2.8% | +1.6% | -4.4% | -3.4% |
| 30D | -15.1% | +5.1% | -20.3% | -16.7% |
| 3M | +6.1% | -0.4% | +6.5% | +5.9% |
| 6M | -16.8% | -2.2% | -14.6% | -16.6% |
| YTD | -3.5% | +20.5% | -24.1% | -8.7% |
| 1Y | -3.5% | +61.2% | -64.7% | -11.0% |
| All | -3.5% | +60.7% | -64.2% | -11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling