+1,895.7%
TER vs VALE
+493.0%
+1,402.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.9% | +3.4% |
| 7D | +12.4% | -1.8% | +14.2% | +13.2% |
| 30D | +5.1% | +6.7% | -1.5% | +2.3% |
| 3M | +4.0% | +4.9% | -0.9% | +2.2% |
| 6M | +29.5% | +3.6% | +25.9% | +29.3% |
| YTD | +98.5% | +21.9% | +76.6% | +88.1% |
| 1Y | +234.1% | +61.6% | +172.5% | +188.1% |
| 3Y | +289.0% | +52.1% | +236.9% | +237.7% |
| 5Y | +228.2% | +43.2% | +185.0% | +177.6% |
| 10Y | +1,895.7% | +521.5% | +1,374.2% | +1,045.7% |
| All | +1,895.7% | +493.0% | +1,402.7% | +1,045.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling