+494.4%
TEAM vs VALE
+526.3%
-31.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | -5.2% | -0.3% | -4.9% | -5.2% |
| 30D | +15.8% | +8.6% | +7.1% | +14.3% |
| 3M | +101.5% | +2.0% | +99.5% | +100.3% |
| 6M | +138.2% | +2.1% | +136.1% | +135.8% |
| YTD | +10.8% | +20.2% | -9.4% | +6.1% |
| 1Y | +1.7% | +55.2% | -53.5% | -6.9% |
| 3Y | -16.0% | +45.9% | -61.9% | -23.0% |
| 5Y | -52.7% | +41.4% | -94.1% | -57.1% |
| All | +494.4% | +526.3% | -31.9% | +297.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling