-17.0%
TEAM vs VALE
+47.4%
-64.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.8% |
| 7D | -4.7% | -1.8% | -2.8% | -4.5% |
| 30D | +17.0% | +6.7% | +10.4% | +16.2% |
| 3M | +85.9% | +4.9% | +81.0% | +84.9% |
| 6M | +116.7% | +3.6% | +113.1% | +114.4% |
| YTD | +9.6% | +21.9% | -12.3% | +1.6% |
| 1Y | -2.5% | +61.6% | -64.1% | -17.7% |
| All | -17.0% | +47.4% | -64.3% | -29.6% |
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