-77.8%
SE vs VALE
+38.6%
-116.4%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.7% | -3.7% |
| 7D | -7.7% | +1.3% | -9.0% | -8.1% |
| 30D | -22.8% | -14.3% | -8.5% | -19.2% |
| 3M | -43.7% | -16.8% | -26.9% | -40.7% |
| 6M | -12.8% | -30.2% | +17.4% | -3.2% |
| YTD | -42.0% | -8.6% | -33.4% | -41.2% |
| 1Y | -48.0% | +1.6% | -49.6% | -49.2% |
| 3Y | +62.7% | +4.1% | +58.6% | +54.0% |
| 5Y | -77.8% | +38.7% | -116.5% | -81.1% |
| All | -77.8% | +38.6% | -116.4% | -81.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling