+32.6%
NET vs VALE
+44.4%
-11.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.1% | -6.7% | -3.7% |
| 7D | -16.4% | -0.3% | -16.0% | -16.4% |
| 30D | -25.8% | -19.2% | -6.6% | -21.4% |
| 3M | -11.5% | -20.7% | +9.2% | -6.2% |
| 6M | +18.9% | -25.8% | +44.7% | +27.8% |
| YTD | +35.2% | -9.8% | +45.0% | +33.5% |
| 1Y | +14.5% | +3.7% | +10.8% | +7.4% |
| 3Y | +313.8% | +3.2% | +310.7% | +281.3% |
| 5Y | +32.6% | +46.9% | -14.3% | +20.0% |
| All | +32.6% | +44.4% | -11.8% | +20.0% |
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