-26.3%
LOW vs VALE
+57.8%
-84.1%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -10.1% |
| 3M | -10.4% | +2.0% | -12.4% | -10.8% |
| 6M | -19.4% | +2.1% | -21.5% | -19.9% |
| YTD | -17.1% | +20.2% | -37.3% | -18.4% |
| 1Y | -26.3% | +55.2% | -81.4% | -26.6% |
| All | -26.3% | +57.8% | -84.1% | -26.6% |
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