+1,284.8%
O vs VALE
+1,645.1%
-360.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | -0.4% | -3.2% | +2.8% | +0.3% |
| 30D | +7.1% | -15.1% | +22.2% | +10.8% |
| 3M | -5.2% | -18.7% | +13.5% | -1.2% |
| 6M | -1.8% | -31.5% | +29.7% | +5.9% |
| YTD | +9.1% | -11.4% | +20.5% | +10.5% |
| 1Y | +9.7% | -1.9% | +11.5% | +8.6% |
| 3Y | +39.1% | +1.7% | +37.5% | +34.5% |
| 5Y | +8.4% | +35.4% | -27.1% | -5.4% |
| 10Y | +80.2% | +204.8% | -124.7% | +16.9% |
| All | +1,284.8% | +1,645.1% | -360.3% | +458.4% |
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 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