+2,926.4%
V vs VALE
+33.1%
+2,893.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -1.7% | +1.6% | -3.3% | -2.1% |
| 30D | +2.0% | +5.1% | -3.2% | +0.7% |
| 3M | +17.4% | -0.4% | +17.8% | +17.1% |
| 6M | +17.5% | -2.2% | +19.7% | +17.1% |
| YTD | +7.6% | +20.5% | -12.9% | +1.5% |
| 1Y | +7.7% | +61.2% | -53.5% | -5.5% |
| 3Y | +54.7% | +43.1% | +11.5% | +36.9% |
| 5Y | +73.0% | +34.0% | +39.1% | +49.6% |
| 10Y | +390.9% | +469.7% | -78.8% | +169.4% |
| All | +2,926.4% | +33.1% | +2,893.3% | +1,708.3% |
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