-44.2%
SE vs VALE
+57.7%
-102.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.7% |
| 7D | -4.8% | -0.2% | -4.6% | -4.7% |
| 30D | -18.1% | +9.7% | -27.9% | -19.8% |
| 3M | +30.6% | +5.3% | +25.4% | +28.1% |
| 6M | +20.8% | +0.5% | +20.2% | +20.1% |
| YTD | -15.6% | +20.6% | -36.2% | -19.4% |
| 1Y | -44.2% | +57.6% | -101.8% | -48.9% |
| All | -44.2% | +57.7% | -102.0% | -48.9% |
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