+154.6%
JPM vs VALE
+40.1%
+114.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | -2.3% | -0.2% | -2.2% | -2.3% |
| 30D | -2.3% | +9.7% | -12.1% | -4.1% |
| 3M | +14.9% | +5.3% | +9.6% | +13.6% |
| 6M | +23.6% | +0.5% | +23.1% | +23.0% |
| YTD | +11.3% | +20.6% | -9.3% | +6.6% |
| 1Y | +19.9% | +57.6% | -37.7% | +9.2% |
| 3Y | +162.6% | +50.6% | +112.0% | +137.2% |
| 5Y | +154.6% | +41.8% | +112.8% | +128.0% |
| All | +154.6% | +40.1% | +114.5% | +128.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling