+590.9%
JPM vs VALE
+526.3%
+64.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.8% |
| 7D | -0.7% | -0.3% | -0.4% | -0.6% |
| 30D | -2.5% | +8.6% | -11.1% | -4.8% |
| 3M | +14.1% | +2.0% | +12.2% | +13.2% |
| 6M | +25.1% | +2.1% | +23.0% | +23.6% |
| YTD | +12.1% | +20.2% | -8.1% | +5.1% |
| 1Y | +18.8% | +55.2% | -36.3% | +3.5% |
| 3Y | +163.4% | +45.9% | +117.5% | +128.7% |
| 5Y | +156.5% | +41.4% | +115.2% | +113.8% |
| All | +590.9% | +526.3% | +64.5% | +286.4% |
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 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