+50.7%
O vs VALE
+526.3%
-475.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | -2.9% | -0.3% | -2.6% | -2.8% |
| 30D | -4.5% | +8.6% | -13.1% | -5.8% |
| 3M | -2.6% | +2.0% | -4.6% | -3.2% |
| 6M | -5.6% | +2.1% | -7.7% | -6.3% |
| YTD | +9.3% | +20.2% | -11.0% | +5.2% |
| 1Y | +4.3% | +55.2% | -50.9% | -3.8% |
| 3Y | +27.4% | +45.9% | -18.5% | +17.4% |
| 5Y | +17.1% | +41.4% | -24.3% | +5.4% |
| All | +50.7% | +526.3% | -475.6% | -1.7% |
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