+196.3%
SE vs VALE
+53.3%
+143.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +0.6% |
| 7D | +0.6% | +2.9% | -2.3% | -0.2% |
| 30D | -0.1% | +8.8% | -8.9% | -2.7% |
| 3M | +34.1% | +6.8% | +27.4% | +30.9% |
| 6M | +23.2% | +6.9% | +16.3% | +20.4% |
| YTD | -11.2% | +22.8% | -34.0% | -16.9% |
| 1Y | -40.5% | +61.3% | -101.8% | -49.0% |
| 3Y | +196.3% | +53.3% | +143.0% | +152.2% |
| All | +196.3% | +53.3% | +143.0% | +152.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling