-2.1%
TEAM vs VALE
-1.6%
-0.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | -0.9% |
| 7D | -16.9% | -1.5% | -15.4% | -17.2% |
| 30D | -26.8% | -15.6% | -11.2% | -30.7% |
| 3M | -1.9% | -19.5% | +17.6% | -8.7% |
| 6M | +79.2% | -31.9% | +111.0% | +60.6% |
| YTD | -6.1% | -11.0% | +4.9% | -18.6% |
| 1Y | -2.1% | -2.1% | +0.1% | -16.9% |
| All | -2.1% | -1.6% | -0.4% | -16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling