+484.0%
V vs VALE
+204.8%
+279.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | +0.9% | -3.2% | +4.1% | +1.6% |
| 30D | +9.0% | -15.1% | +24.0% | +12.7% |
| 3M | +16.7% | -18.7% | +35.4% | +21.6% |
| 6M | +33.4% | -31.5% | +64.9% | +43.8% |
| YTD | +22.4% | -11.4% | +33.8% | +23.4% |
| 1Y | +27.7% | -1.9% | +29.5% | +25.6% |
| 3Y | +78.0% | +1.7% | +76.3% | +70.6% |
| 5Y | +108.5% | +35.4% | +73.1% | +77.1% |
| All | +484.0% | +204.8% | +279.2% | +308.7% |
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