+26.5%
ON vs VALE
+38.6%
-12.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | 0.0% | +5.8% | +5.8% |
| 7D | +3.3% | +1.3% | +2.0% | +2.8% |
| 30D | -3.1% | -14.3% | +11.2% | +3.4% |
| 3M | -9.2% | -16.8% | +7.6% | -2.1% |
| 6M | -31.4% | -30.2% | -1.1% | -19.9% |
| YTD | +36.0% | -8.6% | +44.5% | +40.5% |
| 1Y | +52.0% | +1.6% | +50.4% | +50.3% |
| 3Y | +9.3% | +4.1% | +5.2% | +3.8% |
| 5Y | +26.5% | +38.7% | -12.2% | +29.1% |
| All | +26.5% | +38.6% | -12.1% | +29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling