+938.7%
SPY vs VALE
+2,275.1%
-1,336.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | +0.1% | +1.6% | -1.5% | -0.3% |
| 30D | +0.1% | +5.1% | -5.1% | -1.2% |
| 3M | +2.0% | -0.4% | +2.4% | +1.8% |
| 6M | +13.0% | -2.2% | +15.2% | +13.0% |
| YTD | +13.5% | +20.5% | -7.0% | +7.7% |
| 1Y | +20.0% | +61.2% | -41.2% | +6.1% |
| 3Y | +77.2% | +43.1% | +34.0% | +58.7% |
| 5Y | +81.9% | +34.0% | +47.9% | +59.4% |
| 10Y | +314.1% | +469.7% | -155.6% | +132.7% |
| All | +938.7% | +2,275.1% | -1,336.3% | +272.4% |
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