+264.0%
SPOT vs VALE
+129.7%
+134.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.1% |
| 7D | -0.9% | +1.6% | -2.5% | -1.3% |
| 30D | +12.5% | +5.1% | +7.4% | +11.3% |
| 3M | +9.9% | -0.4% | +10.3% | +9.7% |
| 6M | +1.6% | -2.2% | +3.8% | +1.4% |
| YTD | -6.6% | +20.5% | -27.1% | -11.2% |
| 1Y | -22.9% | +61.2% | -84.1% | -31.4% |
| 3Y | +244.3% | +43.1% | +201.1% | +208.9% |
| 5Y | +117.8% | +34.0% | +83.9% | +91.6% |
| All | +264.0% | +129.7% | +134.3% | +151.8% |
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