+209.8%
RSP vs VALE
+493.0%
-283.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.8% |
| 7D | -1.8% | -1.8% | 0.0% | -1.4% |
| 30D | -2.5% | +6.7% | -9.2% | -4.1% |
| 3M | +3.0% | +4.9% | -1.9% | +1.6% |
| 6M | +8.9% | +3.6% | +5.3% | +7.4% |
| YTD | +13.0% | +21.9% | -8.9% | +6.8% |
| 1Y | +16.2% | +61.6% | -45.3% | +2.7% |
| 3Y | +52.7% | +52.1% | +0.6% | +34.7% |
| 5Y | +50.5% | +43.2% | +7.3% | +29.9% |
| 10Y | +209.8% | +521.5% | -311.7% | +89.1% |
| All | +209.8% | +493.0% | -283.1% | +89.1% |
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