+16.9%
JD vs VALE
+493.0%
-476.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.2% |
| 7D | -3.0% | -1.8% | -1.1% | -2.3% |
| 30D | -19.3% | +6.7% | -26.0% | -21.4% |
| 3M | -6.0% | +4.9% | -10.9% | -8.2% |
| 6M | +1.8% | +3.6% | -1.8% | -0.4% |
| YTD | -2.6% | +21.9% | -24.4% | -11.5% |
| 1Y | -17.4% | +61.6% | -79.0% | -33.1% |
| 3Y | -8.6% | +52.1% | -60.7% | -24.1% |
| 5Y | -61.6% | +43.2% | -104.8% | -68.1% |
| 10Y | +16.9% | +521.5% | -504.7% | -21.2% |
| All | +16.9% | +493.0% | -476.1% | -21.2% |
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