+6.0%
LOW vs VALE
+40.1%
-34.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.9% |
| 7D | -2.6% | -0.2% | -2.4% | -2.6% |
| 30D | -11.1% | +9.7% | -20.9% | -12.3% |
| 3M | -8.5% | +5.3% | -13.8% | -9.3% |
| 6M | -20.8% | +0.5% | -21.4% | -21.1% |
| YTD | -17.2% | +20.6% | -37.8% | -19.4% |
| 1Y | -24.7% | +57.6% | -82.3% | -29.2% |
| 3Y | -9.7% | +50.6% | -60.3% | -15.6% |
| 5Y | +6.0% | +41.8% | -35.9% | +2.0% |
| All | +6.0% | +40.1% | -34.1% | +2.0% |
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