+908.4%
TER vs VALE
+2,275.1%
-1,366.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.3% | +5.7% | +5.6% |
| 7D | +0.6% | +1.6% | -1.0% | 0.0% |
| 30D | -8.3% | +5.1% | -13.4% | -10.2% |
| 3M | -12.2% | -0.4% | -11.8% | -11.8% |
| 6M | +17.1% | -2.2% | +19.3% | +19.5% |
| YTD | +84.7% | +20.5% | +64.1% | +75.3% |
| 1Y | +199.9% | +61.2% | +138.7% | +157.1% |
| 3Y | +232.8% | +43.1% | +189.6% | +193.6% |
| 5Y | +198.6% | +34.0% | +164.6% | +155.3% |
| 10Y | +1,669.7% | +469.7% | +1,200.1% | +696.7% |
| All | +908.4% | +2,275.1% | -1,366.7% | +59.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling