+263.7%
QCOM vs VALE
+473.3%
-209.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.9% | +1.3% | +2.6% |
| 7D | +5.1% | +2.9% | +2.1% | +4.1% |
| 30D | +4.3% | +8.8% | -4.5% | +1.4% |
| 3M | -19.6% | +6.8% | -26.4% | -21.4% |
| 6M | +29.5% | +6.9% | +22.6% | +26.5% |
| YTD | +3.4% | +22.8% | -19.5% | -3.7% |
| 1Y | +10.9% | +61.3% | -50.3% | -5.2% |
| 3Y | +74.8% | +53.3% | +21.5% | +50.0% |
| 5Y | +36.2% | +44.9% | -8.7% | +14.7% |
| 10Y | +263.7% | +486.8% | -223.0% | +113.8% |
| All | +263.7% | +473.3% | -209.6% | +113.8% |
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