-16.8%
IR vs VALE
-3.3%
-13.5%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.5% | +1.4% |
| 7D | -2.8% | +1.6% | -4.4% | -3.6% |
| 30D | -15.1% | +5.1% | -20.3% | -17.1% |
| 3M | +6.1% | -0.4% | +6.5% | +6.2% |
| 6M | -16.8% | -2.2% | -14.6% | -16.4% |
| All | -16.8% | -3.3% | -13.5% | -16.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling