+93.9%
QQQ vs VALE
+40.1%
+53.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | 0.0% | -0.9% |
| 7D | -1.3% | -0.2% | -1.1% | -1.2% |
| 30D | -1.4% | +9.7% | -11.1% | -3.2% |
| 3M | +2.3% | +5.3% | -3.0% | +1.1% |
| 6M | +16.9% | +0.5% | +16.3% | +16.4% |
| YTD | +15.6% | +20.6% | -5.0% | +10.9% |
| 1Y | +22.6% | +57.6% | -35.0% | +11.6% |
| 3Y | +93.5% | +50.6% | +43.0% | +74.8% |
| 5Y | +93.9% | +41.8% | +52.1% | +84.8% |
| All | +93.9% | +40.1% | +53.8% | +84.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling