+3,125.8%
TSLA vs VALE
+204.8%
+2,921.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.6% |
| 7D | +8.9% | -3.2% | +12.1% | +10.1% |
| 30D | +6.3% | -15.1% | +21.3% | +12.2% |
| 3M | +14.8% | -18.7% | +33.5% | +22.8% |
| 6M | -12.4% | -31.5% | +19.1% | -0.6% |
| YTD | -13.2% | -11.4% | -1.8% | -10.8% |
| 1Y | -2.9% | -1.9% | -1.1% | -3.8% |
| 3Y | +74.4% | +1.7% | +72.7% | +69.4% |
| 5Y | +13.3% | +35.4% | -22.2% | -4.0% |
| All | +3,125.8% | +204.8% | +2,921.0% | +1,965.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling