+48.4%
QCOM vs VALE
+1.2%
+47.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.4% |
| 7D | +4.3% | -3.2% | +7.5% | +5.7% |
| 30D | -0.1% | -15.1% | +15.0% | +7.4% |
| 3M | +5.2% | -18.7% | +23.9% | +15.0% |
| 6M | -18.4% | -31.5% | +13.1% | -3.2% |
| YTD | +2.4% | -11.4% | +13.8% | +5.5% |
| 1Y | +0.9% | -1.9% | +2.7% | -1.7% |
| 3Y | +48.4% | +1.7% | +46.7% | +31.7% |
| All | +48.4% | +1.2% | +47.2% | +31.7% |
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