-53.2%
TE vs VALE
+117.4%
-170.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | -4.0% | +1.6% | -5.6% | -4.7% |
| 30D | -15.9% | +5.1% | -21.0% | -17.7% |
| 3M | -60.5% | -0.4% | -60.1% | -60.4% |
| 6M | -35.2% | -2.2% | -33.0% | -34.5% |
| YTD | -31.1% | +20.5% | -51.7% | -35.2% |
| 1Y | +148.6% | +61.2% | +87.5% | +112.4% |
| 3Y | -26.4% | +43.1% | -69.5% | -35.2% |
| 5Y | -48.0% | +34.0% | -82.0% | -54.2% |
| All | -53.2% | +117.4% | -170.6% | -59.4% |
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