+219.1%
TER vs VALE
+41.9%
+177.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.9% | +2.3% | +3.4% |
| 7D | +11.0% | +2.9% | +8.0% | +9.6% |
| 30D | -1.9% | +8.8% | -10.7% | -5.7% |
| 3M | -0.7% | +6.8% | -7.4% | -3.3% |
| 6M | +36.4% | +6.9% | +29.5% | +34.6% |
| YTD | +92.4% | +22.8% | +69.6% | +82.6% |
| 1Y | +213.5% | +61.3% | +152.3% | +173.9% |
| 3Y | +277.2% | +53.3% | +223.9% | +229.0% |
| 5Y | +219.1% | +44.9% | +174.3% | +204.6% |
| All | +219.1% | +41.9% | +177.3% | +204.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling