+135.3%
JPM vs VALE
+35.2%
+100.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | +3.5% | -3.2% | +6.7% | +4.1% |
| 30D | +3.3% | -15.1% | +18.3% | +6.3% |
| 3M | -4.2% | -18.7% | +14.5% | -0.8% |
| 6M | +16.4% | -31.5% | +47.9% | +24.2% |
| YTD | +9.5% | -11.4% | +20.9% | +10.7% |
| 1Y | +14.0% | -1.9% | +15.9% | +13.0% |
| 3Y | +153.1% | +1.7% | +151.4% | +145.1% |
| All | +135.3% | +35.2% | +100.1% | +100.5% |
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