+25.3%
U vs VALE
-1.6%
+26.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.6% | +3.7% | +1.5% |
| 7D | +2.8% | -1.5% | +4.3% | +3.1% |
| 30D | +7.6% | -15.6% | +23.2% | +10.5% |
| 3M | +12.7% | -19.5% | +32.2% | +16.2% |
| 6M | +87.0% | -31.9% | +118.8% | +98.9% |
| YTD | +13.6% | -11.0% | +24.6% | +28.4% |
| 1Y | +25.3% | -2.1% | +27.4% | +44.2% |
| All | +25.3% | -1.6% | +26.9% | +44.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling