-27.4%
ON vs VALE
+53.3%
-80.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.9% | -6.3% | -5.6% |
| 7D | -2.2% | +2.9% | -5.1% | -4.1% |
| 30D | -12.4% | +8.8% | -21.2% | -17.5% |
| 3M | -41.2% | +6.8% | -48.0% | -43.7% |
| 6M | +25.0% | +6.9% | +18.1% | +18.5% |
| YTD | +31.3% | +22.8% | +8.4% | +12.0% |
| 1Y | +45.4% | +61.3% | -15.8% | +3.7% |
| 3Y | -27.4% | +53.3% | -80.7% | -50.3% |
| All | -27.4% | +53.3% | -80.7% | -50.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling