+802.8%
TEAM vs VALE
+881.6%
-78.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.4% | -2.6% |
| 7D | -0.4% | +1.6% | -2.0% | -0.7% |
| 30D | +67.3% | +5.1% | +62.2% | +66.1% |
| 3M | +86.8% | -0.4% | +87.2% | +86.4% |
| 6M | +146.8% | -2.2% | +149.0% | +145.9% |
| YTD | +16.9% | +20.5% | -3.6% | +12.4% |
| 1Y | +12.8% | +61.2% | -48.4% | +3.7% |
| 3Y | -7.3% | +43.1% | -50.4% | -13.9% |
| 5Y | -50.7% | +34.0% | -84.7% | -54.6% |
| 10Y | +529.8% | +469.7% | +60.2% | +369.2% |
| All | +802.8% | +881.6% | -78.8% | +490.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling