-49.3%
TE vs VALE
+40.3%
-89.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.9% |
| 7D | +0.2% | -0.3% | +0.5% | +0.5% |
| 30D | -5.9% | +8.6% | -14.5% | -10.7% |
| 3M | -45.6% | +2.0% | -47.6% | -46.3% |
| 6M | -43.4% | +2.1% | -45.5% | -43.9% |
| YTD | -31.0% | +20.2% | -51.2% | -38.0% |
| 1Y | +145.2% | +55.2% | +90.1% | +90.1% |
| 3Y | -24.1% | +45.9% | -69.9% | -39.7% |
| All | -49.3% | +40.3% | -89.6% | -54.3% |
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