+9.5%
V vs VALE
+57.7%
-48.3%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | -0.1% |
| 7D | -3.0% | -0.2% | -2.9% | -3.0% |
| 30D | +1.2% | +9.7% | -8.5% | +1.5% |
| 3M | +13.9% | +5.3% | +8.6% | +14.2% |
| 6M | +17.2% | +0.5% | +16.7% | +16.7% |
| YTD | +5.3% | +20.6% | -15.3% | +4.0% |
| 1Y | +9.5% | +57.6% | -48.1% | +8.6% |
| All | +9.5% | +57.7% | -48.3% | +8.6% |
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