+317.3%
JCI vs VALE
+1,645.1%
-1,327.8%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.7% | -2.1% |
| 7D | +3.2% | -3.2% | +6.4% | +4.0% |
| 30D | -8.6% | -15.1% | +6.5% | -5.0% |
| 3M | -7.7% | -18.7% | +11.0% | -3.3% |
| 6M | -2.6% | -31.5% | +28.9% | +6.4% |
| YTD | +17.4% | -11.4% | +28.8% | +19.6% |
| 1Y | +16.9% | -1.9% | +18.8% | +16.1% |
| 3Y | +186.7% | +1.7% | +185.1% | +178.3% |
| 5Y | +95.4% | +35.4% | +59.9% | +70.6% |
| 10Y | +292.7% | +204.8% | +87.9% | +154.3% |
| All | +317.3% | +1,645.1% | -1,327.8% | +39.5% |
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