+32.5%
JD vs VALE
+206.6%
-174.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.0% | +1.0% |
| 7D | +5.2% | +5.5% | -0.3% | +3.0% |
| 30D | +4.5% | -15.0% | +19.5% | +11.1% |
| 3M | -15.4% | -20.0% | +4.6% | -8.2% |
| 6M | -6.0% | -28.4% | +22.3% | +6.0% |
| YTD | +2.2% | -8.6% | +10.8% | +3.1% |
| 1Y | -6.7% | +2.0% | -8.6% | -10.1% |
| 3Y | +20.5% | +4.1% | +16.4% | +14.8% |
| 5Y | -58.4% | +46.4% | -104.9% | -65.4% |
| 10Y | +32.5% | +202.4% | -169.9% | -2.7% |
| All | +32.5% | +206.6% | -174.1% | -2.7% |
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