+1,328.1%
O vs VALE
+2,275.1%
-946.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -0.7% | +1.6% | -2.3% | -1.1% |
| 30D | -1.9% | +5.1% | -7.0% | -3.0% |
| 3M | +3.8% | -0.4% | +4.2% | +3.6% |
| 6M | -4.7% | -2.2% | -2.5% | -4.9% |
| YTD | +12.5% | +20.5% | -8.1% | +6.8% |
| 1Y | +10.8% | +61.2% | -50.3% | -1.4% |
| 3Y | +28.8% | +43.1% | -14.4% | +15.7% |
| 5Y | +13.2% | +34.0% | -20.8% | -0.7% |
| 10Y | +53.5% | +469.7% | -416.2% | -14.0% |
| All | +1,328.1% | +2,275.1% | -946.9% | +439.9% |
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