+67.1%
V vs VALE
+41.9%
+25.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.6% | -1.9% |
| 7D | -1.1% | +2.9% | -4.0% | -1.4% |
| 30D | +1.9% | +8.8% | -6.9% | +0.9% |
| 3M | +15.5% | +6.8% | +8.8% | +14.5% |
| 6M | +16.6% | +6.9% | +9.7% | +15.1% |
| YTD | +5.7% | +22.8% | -17.1% | +2.1% |
| 1Y | +8.6% | +61.3% | -52.7% | +0.8% |
| 3Y | +52.5% | +53.3% | -0.8% | +40.6% |
| 5Y | +67.1% | +44.9% | +22.3% | +54.5% |
| All | +67.1% | +41.9% | +25.3% | +54.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling