+330.8%
JCI vs VALE
+528.4%
-197.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.4% | -1.2% |
| 7D | +0.4% | -0.2% | +0.6% | +0.5% |
| 30D | -7.7% | +9.7% | -17.5% | -9.9% |
| 3M | +2.8% | +5.3% | -2.5% | +1.2% |
| 6M | +7.2% | +0.5% | +6.7% | +6.7% |
| YTD | +20.0% | +20.6% | -0.7% | +13.7% |
| 1Y | +33.3% | +57.6% | -24.3% | +18.2% |
| 3Y | +161.3% | +50.6% | +110.8% | +130.8% |
| 5Y | +108.8% | +41.8% | +66.9% | +80.9% |
| All | +330.8% | +528.4% | -197.6% | +149.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling