+267.4%
RTX vs VALE
+204.8%
+62.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | +4.8% | -3.2% | +8.0% | +5.5% |
| 30D | +6.5% | -15.1% | +21.6% | +10.1% |
| 3M | -9.6% | -18.7% | +9.1% | -5.9% |
| 6M | +12.3% | -31.5% | +43.8% | +21.2% |
| YTD | +9.5% | -11.4% | +20.9% | +10.7% |
| 1Y | +15.8% | -1.9% | +17.7% | +14.4% |
| 3Y | +157.0% | +1.7% | +155.3% | +147.4% |
| 5Y | +148.8% | +35.4% | +113.4% | +111.6% |
| All | +267.4% | +204.8% | +62.6% | +160.5% |
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