+227.5%
LOW vs VALE
+526.3%
-298.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -3.7% | -0.3% | -3.5% | -3.7% |
| 30D | -8.9% | +8.6% | -17.5% | -10.6% |
| 3M | -10.4% | +2.0% | -12.4% | -11.1% |
| 6M | -19.4% | +2.1% | -21.5% | -20.1% |
| YTD | -17.1% | +20.2% | -37.3% | -21.1% |
| 1Y | -26.3% | +55.2% | -81.4% | -33.8% |
| 3Y | -9.9% | +45.9% | -55.8% | -19.1% |
| 5Y | +6.1% | +41.4% | -35.3% | -8.2% |
| All | +227.5% | +526.3% | -298.8% | +100.7% |
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