+327.0%
JCI vs VALE
+1,654.5%
-1,327.5%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.2% | -0.8% |
| 7D | +8.4% | -1.5% | +9.9% | +8.8% |
| 30D | -8.9% | -15.6% | +6.7% | -5.2% |
| 3M | -6.4% | -19.5% | +13.1% | -1.6% |
| 6M | +1.6% | -31.9% | +33.5% | +11.2% |
| YTD | +20.1% | -11.0% | +31.0% | +22.2% |
| 1Y | +17.2% | -2.1% | +19.3% | +16.4% |
| 3Y | +190.7% | +1.4% | +189.4% | +182.3% |
| 5Y | +99.9% | +36.2% | +63.7% | +74.3% |
| 10Y | +301.8% | +206.4% | +95.4% | +159.8% |
| All | +327.0% | +1,654.5% | -1,327.5% | +42.6% |
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