-22.7%
U vs VALE
+77.0%
-99.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.5% | +5.8% | +5.4% |
| 7D | +2.6% | -3.2% | +5.8% | +3.8% |
| 30D | +27.6% | -15.1% | +42.6% | +35.3% |
| 3M | +15.3% | -18.7% | +34.0% | +24.0% |
| 6M | +96.4% | -31.5% | +127.9% | +124.6% |
| YTD | +19.6% | -11.4% | +31.0% | +22.0% |
| 1Y | +42.1% | -1.9% | +44.0% | +38.6% |
| 3Y | +87.5% | +1.7% | +85.8% | +77.0% |
| 5Y | -73.1% | +35.4% | -108.6% | -76.5% |
| All | -22.7% | +77.0% | -99.7% | -46.7% |
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