+1,190.3%
LOW vs VALE
+2,320.2%
-1,129.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.7% | -2.2% |
| 7D | +0.4% | +2.9% | -2.5% | -0.3% |
| 30D | -10.1% | +8.8% | -18.9% | -11.9% |
| 3M | -2.9% | +6.8% | -9.6% | -4.5% |
| 6M | -19.4% | +6.9% | -26.3% | -20.9% |
| YTD | -15.4% | +22.8% | -38.3% | -19.8% |
| 1Y | -24.9% | +61.3% | -86.2% | -33.0% |
| 3Y | -7.8% | +53.3% | -61.1% | -18.0% |
| 5Y | +8.4% | +44.9% | -36.5% | -6.2% |
| 10Y | +226.8% | +486.8% | -260.0% | +91.9% |
| All | +1,190.3% | +2,320.2% | -1,129.8% | +420.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling