+12.7%
QLD vs VALE
+1.0%
+11.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.6% | +4.6% |
| 7D | -1.2% | +1.3% | -2.5% | -1.7% |
| 30D | -15.7% | -14.3% | -1.4% | -9.8% |
| 3M | -10.0% | -16.8% | +6.8% | -3.1% |
| 6M | -11.2% | -30.2% | +19.0% | +3.2% |
| YTD | +16.4% | -8.6% | +24.9% | +25.3% |
| 1Y | +12.7% | +1.6% | +11.0% | +17.2% |
| All | +12.7% | +1.0% | +11.7% | +17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling