+1,418.0%
QLD vs VALE
+223.9%
+1,194.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.3% | +3.5% | +5.3% |
| 7D | -1.4% | +5.6% | -7.0% | -3.9% |
| 30D | -19.6% | -12.1% | -7.5% | -14.8% |
| 3M | -14.1% | -16.3% | +2.2% | -7.3% |
| 6M | -13.6% | -26.0% | +12.3% | -1.3% |
| YTD | +12.5% | -5.5% | +18.1% | +14.0% |
| 1Y | +13.1% | +6.7% | +6.5% | +8.1% |
| 3Y | +154.7% | +10.2% | +144.6% | +135.9% |
| 5Y | +81.1% | +49.7% | +31.3% | +35.6% |
| 10Y | +1,418.0% | +222.3% | +1,195.7% | +764.0% |
| All | +1,418.0% | +223.9% | +1,194.1% | +764.0% |
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