-21.1%
LOW vs VALE
+60.7%
-81.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.5% | +1.3% |
| 7D | -1.7% | +1.6% | -3.3% | -2.0% |
| 30D | -7.0% | +5.1% | -12.2% | -7.9% |
| 3M | -0.9% | -0.4% | -0.5% | -0.9% |
| 6M | -20.1% | -2.2% | -17.9% | -20.5% |
| YTD | -13.9% | +20.5% | -34.4% | -15.6% |
| 1Y | -21.1% | +61.2% | -82.3% | -25.3% |
| All | -21.1% | +60.7% | -81.8% | -25.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling