+251.9%
QCOM vs VALE
+206.4%
+45.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +2.9% | +1.2% |
| 7D | +13.0% | -1.5% | +14.5% | +13.5% |
| 30D | +0.2% | -15.6% | +15.8% | +5.5% |
| 3M | +9.2% | -19.5% | +28.8% | +16.6% |
| 6M | -15.0% | -31.9% | +16.9% | -4.3% |
| YTD | +5.2% | -11.0% | +16.1% | +8.1% |
| 1Y | +2.4% | -2.1% | +4.5% | +2.0% |
| 3Y | +52.0% | +1.4% | +50.6% | +47.9% |
| 5Y | +19.7% | +36.2% | -16.4% | +2.7% |
| All | +251.9% | +206.4% | +45.5% | +142.0% |
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