-48.8%
SE vs VALE
+3.0%
-51.7%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +4.1% | +0.4% | +3.5% |
| 7D | +6.7% | -0.3% | +7.0% | +6.7% |
| 30D | -17.2% | -19.2% | +2.0% | -13.0% |
| 3M | -28.0% | -20.7% | -7.3% | -24.3% |
| 6M | -6.1% | -25.8% | +19.7% | +0.6% |
| YTD | -37.1% | -9.8% | -27.4% | -37.4% |
| 1Y | -48.8% | +3.7% | -52.4% | -53.4% |
| All | -48.8% | +3.0% | -51.7% | -53.4% |
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