+72.4%
TER vs VALE
+48.9%
+23.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +3.3% | +9.5% | +11.2% |
| 7D | -5.8% | +5.6% | -11.3% | -8.2% |
| 30D | -38.9% | -12.1% | -26.8% | -35.1% |
| 3M | -35.1% | -16.3% | -18.8% | -29.5% |
| 6M | -31.6% | -26.0% | -5.6% | -21.1% |
| YTD | +27.2% | -5.5% | +32.8% | +36.3% |
| 1Y | +35.2% | +6.7% | +28.5% | +39.0% |
| 3Y | +192.8% | +10.2% | +182.6% | +192.1% |
| 5Y | +72.4% | +49.7% | +22.7% | +71.3% |
| All | +72.4% | +48.9% | +23.5% | +71.3% |
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