+92.9%
QQQ vs VALE
+45.4%
+47.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | -0.6% | -0.3% | -0.3% | -0.5% |
| 30D | -1.2% | +8.6% | -9.8% | -3.5% |
| 3M | -0.2% | +2.0% | -2.2% | -0.9% |
| 6M | +17.9% | +2.1% | +15.8% | +16.7% |
| YTD | +16.6% | +20.2% | -3.6% | +9.8% |
| 1Y | +23.0% | +55.2% | -32.2% | +7.5% |
| 3Y | +92.9% | +45.9% | +47.1% | +64.8% |
| All | +92.9% | +45.4% | +47.6% | +64.8% |
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