+516.3%
TER vs VALE
+1,702.7%
-1,186.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.4% | +2.1% |
| 7D | -20.5% | +1.8% | -22.2% | -21.2% |
| 30D | -47.0% | -14.8% | -32.2% | -43.8% |
| 3M | -43.3% | -19.0% | -24.3% | -38.7% |
| 6M | -42.9% | -27.7% | -15.2% | -35.3% |
| YTD | +12.9% | -8.5% | +21.4% | +18.8% |
| 1Y | +18.2% | +2.6% | +15.5% | +19.4% |
| 3Y | +151.8% | +4.0% | +147.8% | +150.9% |
| 5Y | +54.2% | +51.2% | +3.0% | +27.3% |
| 10Y | +908.2% | +263.0% | +645.2% | +440.1% |
| All | +516.3% | +1,702.7% | -1,186.4% | +8.1% |
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