+8.4%
QLD vs VALE
+5.1%
+3.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.3% | +3.5% | +5.4% |
| 7D | -1.4% | +5.6% | -7.0% | -3.7% |
| 30D | -19.6% | -12.1% | -7.5% | -14.9% |
| 3M | -14.1% | -16.3% | +2.2% | -7.7% |
| 6M | -13.6% | -26.0% | +12.3% | -2.1% |
| YTD | +12.5% | -5.5% | +18.1% | +19.5% |
| All | +8.4% | +5.1% | +3.3% | +11.0% |
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 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