+56.9%
ON vs VALE
+43.3%
+13.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.6% | +0.2% |
| 7D | -1.9% | -1.8% | 0.0% | -1.2% |
| 30D | -11.0% | +6.7% | -17.7% | -13.7% |
| 3M | -39.3% | +4.9% | -44.2% | -40.6% |
| 6M | +19.8% | +3.6% | +16.2% | +17.6% |
| YTD | +31.1% | +21.9% | +9.2% | +20.2% |
| 1Y | +46.0% | +61.6% | -15.6% | +20.1% |
| 3Y | -27.5% | +52.1% | -79.6% | -40.2% |
| 5Y | +56.9% | +43.2% | +13.7% | +42.6% |
| All | +56.9% | +43.3% | +13.6% | +42.6% |
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