+523.3%
ON vs VALE
+204.8%
+318.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -3.4% |
| 7D | +12.2% | -3.2% | +15.4% | +14.0% |
| 30D | -3.1% | -15.1% | +11.9% | +4.2% |
| 3M | -12.9% | -18.7% | +5.8% | -4.5% |
| 6M | -38.6% | -31.5% | -7.1% | -26.9% |
| YTD | +31.2% | -11.4% | +42.7% | +37.6% |
| 1Y | +47.6% | -1.9% | +49.5% | +47.5% |
| 3Y | +6.6% | +1.7% | +4.9% | +3.6% |
| 5Y | +21.3% | +35.4% | -14.2% | -3.5% |
| All | +523.3% | +204.8% | +318.5% | +252.0% |
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 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