+75.2%
SPY vs VALE
+38.6%
+36.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -0.9% | +1.3% | -2.2% | -1.2% |
| 30D | -2.4% | -14.3% | +12.0% | +0.3% |
| 3M | -1.2% | -16.8% | +15.7% | +1.9% |
| 6M | +3.3% | -30.2% | +33.5% | +9.7% |
| YTD | +12.3% | -8.6% | +20.9% | +13.1% |
| 1Y | +12.4% | +1.6% | +10.8% | +11.0% |
| 3Y | +78.8% | +4.1% | +74.7% | +72.6% |
| 5Y | +75.2% | +38.7% | +36.5% | +61.6% |
| All | +75.2% | +38.6% | +36.6% | +61.6% |
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