+57.6%
T vs VALE
+38.6%
+19.1%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +2.0% | +1.3% | +0.7% | +1.9% |
| 30D | -1.0% | -14.3% | +13.3% | +0.1% |
| 3M | -8.1% | -16.8% | +8.7% | -7.0% |
| 6M | -8.3% | -30.2% | +22.0% | -5.8% |
| YTD | -6.1% | -8.6% | +2.5% | -6.4% |
| 1Y | -7.4% | +1.6% | -9.0% | -8.7% |
| 3Y | +65.4% | +4.1% | +61.4% | +61.8% |
| 5Y | +57.6% | +38.7% | +19.0% | +41.6% |
| All | +57.6% | +38.6% | +19.1% | +41.6% |
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