-27.5%
TER vs VALE
-29.1%
+1.7%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | 0.0% | +8.3% | +8.3% |
| 7D | +5.9% | +1.3% | +4.6% | +4.8% |
| 30D | -30.8% | -14.3% | -16.4% | -18.3% |
| 3M | -29.9% | -16.8% | -13.1% | -15.1% |
| 6M | -27.5% | -30.2% | +2.8% | +9.0% |
| All | -27.5% | -29.1% | +1.7% | +9.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling