-53.1%
TEAM vs VALE
+43.3%
-96.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.9% |
| 7D | -4.7% | -1.8% | -2.8% | -4.5% |
| 30D | +17.0% | +6.7% | +10.4% | +15.8% |
| 3M | +85.9% | +4.9% | +81.0% | +84.1% |
| 6M | +116.7% | +3.6% | +113.1% | +113.8% |
| YTD | +9.6% | +21.9% | -12.3% | +3.4% |
| 1Y | -2.5% | +61.6% | -64.1% | -13.9% |
| 3Y | -14.0% | +52.1% | -66.1% | -24.0% |
| 5Y | -53.1% | +43.2% | -96.3% | -57.1% |
| All | -53.1% | +43.3% | -96.3% | -57.1% |
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