-19.1%
TE vs VALE
+47.4%
-66.5%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.2% | -2.3% |
| 7D | +15.0% | -1.8% | +16.8% | +16.8% |
| 30D | -7.5% | +6.7% | -14.2% | -13.4% |
| 3M | -42.0% | +4.9% | -46.9% | -44.5% |
| 6M | -31.4% | +3.6% | -35.0% | -33.6% |
| YTD | -26.5% | +21.9% | -48.4% | -40.3% |
| 1Y | +153.1% | +61.6% | +91.5% | +54.0% |
| All | -19.1% | +47.4% | -66.5% | -49.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling