+64.3%
T vs VALE
+535.0%
-470.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.6% |
| 7D | -3.1% | -1.8% | -1.2% | -2.8% |
| 30D | +4.6% | +6.7% | -2.1% | +3.5% |
| 3M | +12.2% | +4.9% | +7.3% | +11.2% |
| 6M | -6.5% | +3.6% | -10.0% | -7.3% |
| YTD | +4.9% | +21.9% | -17.0% | +1.0% |
| 1Y | -10.5% | +61.6% | -72.0% | -17.6% |
| 3Y | +104.6% | +52.1% | +52.5% | +87.6% |
| 5Y | +64.2% | +43.2% | +21.0% | +48.1% |
| All | +64.3% | +535.0% | -470.7% | +17.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling