-38.4%
U vs VALE
+141.0%
-179.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.7% |
| 7D | 0.0% | -0.2% | +0.2% | +0.1% |
| 30D | -4.1% | +9.7% | -13.9% | -7.7% |
| 3M | +57.8% | +5.3% | +52.5% | +53.7% |
| 6M | +103.5% | +0.5% | +103.0% | +101.6% |
| YTD | -4.8% | +20.6% | -25.4% | -13.2% |
| 1Y | -2.4% | +57.6% | -60.0% | -20.4% |
| 3Y | +11.7% | +50.6% | -38.9% | -8.5% |
| 5Y | -68.9% | +41.8% | -110.7% | -74.2% |
| All | -38.4% | +141.0% | -179.4% | -62.1% |
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 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