+13.5%
SPY vs VALE
-2.8%
+16.3%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | -0.3% |
| 7D | +2.6% | -3.2% | +5.8% | +3.1% |
| 30D | -2.0% | -15.1% | +13.1% | +0.5% |
| 3M | -2.8% | -18.7% | +15.9% | +0.2% |
| 6M | +2.1% | -31.5% | +33.6% | +8.2% |
| YTD | +11.5% | -11.4% | +22.9% | +14.0% |
| 1Y | +13.5% | -1.9% | +15.3% | +14.3% |
| All | +13.5% | -2.8% | +16.3% | +14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling