+159.7%
TER vs VALE
+5.5%
+154.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.4% | +1.7% |
| 7D | -20.5% | +1.8% | -22.2% | -21.8% |
| 30D | -47.0% | -14.8% | -32.2% | -40.1% |
| 3M | -43.3% | -19.0% | -24.3% | -33.6% |
| 6M | -42.9% | -27.7% | -15.2% | -26.7% |
| YTD | +12.9% | -8.5% | +21.4% | +28.5% |
| 1Y | +18.2% | +2.6% | +15.5% | +26.0% |
| All | +159.7% | +5.5% | +154.2% | +166.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling