+614.2%
TEAM vs VALE
+621.2%
-7.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.4% |
| 7D | -2.4% | -3.2% | +0.8% | -2.0% |
| 30D | -26.7% | -15.1% | -11.6% | -25.3% |
| 3M | -9.6% | -18.7% | +9.1% | -7.5% |
| 6M | +86.0% | -31.5% | +117.5% | +94.1% |
| YTD | -7.5% | -11.4% | +3.9% | -7.7% |
| 1Y | -1.4% | -1.9% | +0.5% | -3.2% |
| 3Y | -14.3% | +1.7% | -16.0% | -17.1% |
| 5Y | -66.3% | +35.4% | -101.7% | -68.9% |
| 10Y | +445.6% | +204.8% | +240.8% | +336.2% |
| All | +614.2% | +621.2% | -7.0% | +384.3% |
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