+252.8%
SPOT vs VALE
+129.1%
+123.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.8% |
| 7D | -3.1% | -0.3% | -2.8% | -3.0% |
| 30D | +7.4% | +8.6% | -1.2% | +5.5% |
| 3M | +8.2% | +2.0% | +6.2% | +7.5% |
| 6M | +2.2% | +2.1% | +0.1% | +1.3% |
| YTD | -9.5% | +20.2% | -29.7% | -13.9% |
| 1Y | -23.8% | +55.2% | -79.0% | -31.7% |
| 3Y | +233.5% | +45.9% | +187.6% | +197.9% |
| 5Y | +112.2% | +41.4% | +70.8% | +84.0% |
| All | +252.8% | +129.1% | +123.7% | +144.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling