+7.4%
O vs VALE
+35.2%
-27.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.7% |
| 7D | -0.4% | -3.2% | +2.8% | 0.0% |
| 30D | +7.1% | -15.1% | +22.2% | +9.0% |
| 3M | -5.2% | -18.7% | +13.5% | -3.1% |
| 6M | -1.8% | -31.5% | +29.7% | +2.3% |
| YTD | +9.1% | -11.4% | +20.5% | +9.7% |
| 1Y | +9.7% | -1.9% | +11.5% | +8.8% |
| 3Y | +39.1% | +1.7% | +37.5% | +36.3% |
| All | +7.4% | +35.2% | -27.9% | -2.4% |
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