+332.9%
JCI vs VALE
+2,275.1%
-1,942.1%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | +3.8% | +1.6% | +2.2% | +3.4% |
| 30D | -5.7% | +5.1% | -10.8% | -7.0% |
| 3M | -1.4% | -0.4% | -1.0% | -1.5% |
| 6M | +4.1% | -2.2% | +6.3% | +4.3% |
| YTD | +21.7% | +20.5% | +1.2% | +15.3% |
| 1Y | +36.1% | +61.2% | -25.0% | +19.8% |
| 3Y | +154.4% | +43.1% | +111.3% | +127.1% |
| 5Y | +112.0% | +34.0% | +78.1% | +85.5% |
| 10Y | +322.2% | +469.7% | -147.4% | +133.6% |
| All | +332.9% | +2,275.1% | -1,942.1% | +34.4% |
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