+1,450.1%
QLD vs VALE
+206.6%
+1,243.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.1% | +0.3% |
| 7D | -3.8% | +5.5% | -9.3% | -6.1% |
| 30D | -20.5% | -15.0% | -5.6% | -14.5% |
| 3M | -14.6% | -20.0% | +5.4% | -5.9% |
| 6M | -14.7% | -28.4% | +13.7% | -0.9% |
| YTD | +11.2% | -8.6% | +19.8% | +14.3% |
| 1Y | +7.1% | +2.0% | +5.1% | +4.4% |
| 3Y | +141.1% | +4.1% | +137.0% | +129.0% |
| 5Y | +84.3% | +46.4% | +37.9% | +39.2% |
| 10Y | +1,450.1% | +202.4% | +1,247.7% | +790.9% |
| All | +1,450.1% | +206.6% | +1,243.4% | +790.9% |
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