+47.4%
TER vs VALE
-2.8%
+50.2%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.9% | -4.8% |
| 7D | +14.4% | -3.2% | +17.5% | +18.5% |
| 30D | -30.6% | -15.1% | -15.5% | -17.3% |
| 3M | -39.2% | -18.7% | -20.5% | -24.3% |
| 6M | -31.3% | -31.5% | +0.2% | +4.4% |
| YTD | +29.1% | -11.4% | +40.5% | +63.6% |
| 1Y | +47.4% | -1.9% | +49.3% | +73.5% |
| All | +47.4% | -2.8% | +50.2% | +73.5% |
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