+3,306.4%
V vs VALE
+4.3%
+3,302.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.3% | -3.4% | -0.9% |
| 7D | -0.8% | +5.6% | -6.3% | -2.0% |
| 30D | +9.5% | -12.1% | +21.6% | +12.7% |
| 3M | +16.7% | -16.3% | +33.0% | +21.2% |
| 6M | +32.9% | -26.0% | +58.9% | +41.7% |
| YTD | +21.1% | -5.5% | +26.6% | +20.6% |
| 1Y | +26.6% | +6.7% | +19.9% | +22.4% |
| 3Y | +78.4% | +10.2% | +68.2% | +67.9% |
| 5Y | +105.5% | +49.7% | +55.7% | +71.7% |
| 10Y | +444.2% | +222.3% | +222.0% | +243.7% |
| All | +3,306.4% | +4.3% | +3,302.1% | +2,049.1% |
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