+166.0%
JCI vs VALE
+47.4%
+118.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.8% |
| 7D | +4.1% | -1.8% | +5.9% | +4.5% |
| 30D | -3.8% | +6.7% | -10.5% | -5.6% |
| 3M | -1.6% | +4.9% | -6.5% | -3.1% |
| 6M | +9.5% | +3.6% | +5.9% | +8.0% |
| YTD | +21.7% | +21.9% | -0.1% | +14.6% |
| 1Y | +37.1% | +61.6% | -24.4% | +19.5% |
| All | +166.0% | +47.4% | +118.6% | +130.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling