+43.2%
TER vs VALE
+3.0%
+40.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +4.1% | -10.9% | -11.1% |
| 7D | -19.9% | -0.3% | -19.5% | -20.1% |
| 30D | -43.5% | -19.2% | -24.3% | -28.6% |
| 3M | -37.8% | -20.7% | -17.1% | -20.4% |
| 6M | -25.6% | -25.8% | +0.2% | +3.7% |
| YTD | +29.8% | -9.8% | +39.6% | +55.3% |
| 1Y | +43.2% | +3.7% | +39.5% | +30.4% |
| All | +43.2% | +3.0% | +40.2% | +30.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling