+589.4%
SE vs VALE
+192.5%
+396.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -6.1% | +1.6% | -7.7% | -6.7% |
| 30D | -2.5% | +5.1% | -7.6% | -4.4% |
| 3M | +21.7% | -0.4% | +22.1% | +21.1% |
| 6M | +27.0% | -2.2% | +29.2% | +26.9% |
| YTD | -12.1% | +20.5% | -32.7% | -18.7% |
| 1Y | -40.9% | +61.2% | -102.1% | -50.9% |
| 3Y | +191.0% | +43.1% | +147.9% | +146.3% |
| 5Y | -68.3% | +34.0% | -102.2% | -73.5% |
| All | +589.4% | +192.5% | +396.9% | +354.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling