+629.3%
ON vs VALE
+526.3%
+103.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.3% | +8.8% | +8.7% |
| 7D | +2.4% | -0.3% | +2.6% | +2.4% |
| 30D | -8.6% | +8.6% | -17.2% | -12.3% |
| 3M | -34.3% | +2.0% | -36.3% | -35.0% |
| 6M | +28.5% | +2.1% | +26.4% | +26.8% |
| YTD | +40.6% | +20.2% | +20.4% | +28.3% |
| 1Y | +55.3% | +55.2% | +0.2% | +26.5% |
| 3Y | -22.2% | +45.9% | -68.1% | -35.6% |
| 5Y | +62.4% | +41.4% | +21.0% | +27.7% |
| All | +629.3% | +526.3% | +103.0% | +266.9% |
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 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