+81.7%
SPY vs VALE
+43.3%
+38.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | -0.4% | -1.8% | +1.5% | -0.1% |
| 30D | -1.4% | +6.7% | -8.0% | -2.6% |
| 3M | +3.7% | +4.9% | -1.2% | +2.7% |
| 6M | +13.0% | +3.6% | +9.4% | +11.9% |
| YTD | +12.4% | +21.9% | -9.5% | +7.9% |
| 1Y | +18.5% | +61.6% | -43.0% | +8.1% |
| 3Y | +77.6% | +52.1% | +25.5% | +61.2% |
| 5Y | +81.7% | +43.2% | +38.5% | +70.2% |
| All | +81.7% | +43.3% | +38.4% | +70.2% |
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