-65.8%
TEAM vs VALE
+36.6%
-102.4%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | +0.3% |
| 7D | -16.9% | -1.5% | -15.4% | -16.8% |
| 30D | -26.8% | -15.6% | -11.2% | -25.1% |
| 3M | -1.9% | -19.5% | +17.6% | +0.7% |
| 6M | +79.2% | -31.9% | +111.0% | +88.6% |
| YTD | -6.1% | -11.0% | +4.9% | -8.1% |
| 1Y | -2.1% | -2.1% | +0.1% | -6.4% |
| 3Y | -13.6% | +1.4% | -15.0% | -19.5% |
| 5Y | -65.8% | +36.2% | -101.9% | -69.6% |
| All | -65.8% | +36.6% | -102.4% | -69.6% |
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 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