+27.7%
JCI vs VALE
+3.0%
+24.7%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +4.1% | -10.4% | -7.1% |
| 7D | -10.7% | -0.3% | -10.3% | -10.6% |
| 30D | -10.4% | -19.2% | +8.8% | -5.3% |
| 3M | -8.3% | -20.7% | +12.5% | -2.8% |
| 6M | -2.1% | -25.8% | +23.6% | +5.3% |
| YTD | +18.4% | -9.8% | +28.1% | +22.7% |
| 1Y | +27.7% | +3.7% | +24.0% | +16.7% |
| All | +27.7% | +3.0% | +24.7% | +16.7% |
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