+291.3%
IR vs VALE
+269.2%
+22.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -16.6% |
| 3M | +6.1% | -0.4% | +6.5% | +5.8% |
| 6M | -16.8% | -2.2% | -14.6% | -16.6% |
| YTD | -3.5% | +20.5% | -24.1% | -10.0% |
| 1Y | -3.5% | +61.2% | -64.7% | -18.2% |
| 3Y | +9.5% | +43.1% | -33.7% | -5.4% |
| 5Y | +45.1% | +34.0% | +11.1% | +22.3% |
| All | +291.3% | +269.2% | +22.1% | +130.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling