+378.7%
T vs VALE
+2,275.1%
-1,896.4%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.7% | -1.9% |
| 7D | -1.3% | +1.6% | -2.9% | -1.6% |
| 30D | +11.4% | +5.1% | +6.2% | +10.3% |
| 3M | +14.3% | -0.4% | +14.7% | +14.1% |
| 6M | -9.3% | -2.2% | -7.1% | -9.4% |
| YTD | +7.1% | +20.5% | -13.4% | +2.7% |
| 1Y | -9.1% | +61.2% | -70.3% | -17.4% |
| 3Y | +105.3% | +43.1% | +62.2% | +87.7% |
| 5Y | +66.8% | +34.0% | +32.9% | +49.9% |
| 10Y | +66.8% | +469.7% | -402.9% | +5.8% |
| All | +378.7% | +2,275.1% | -1,896.4% | +52.5% |
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