-27.4%
U vs VALE
+82.6%
-110.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +16.9% | +1.3% | +15.6% | +16.4% |
| 30D | +6.4% | -14.3% | +20.7% | +12.6% |
| 3M | +13.2% | -16.8% | +30.0% | +20.7% |
| 6M | +84.8% | -30.2% | +115.0% | +110.0% |
| YTD | +12.4% | -8.6% | +21.0% | +13.4% |
| 1Y | +19.8% | +1.6% | +18.2% | +15.3% |
| 3Y | +83.8% | +4.1% | +79.7% | +72.0% |
| 5Y | -72.7% | +38.7% | -111.4% | -76.3% |
| All | -27.4% | +82.6% | -110.0% | -50.4% |
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