+204.8%
VALE vs A
+302.9%
-98.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.1% | -0.8% |
| 7D | -3.2% | -0.5% | -2.7% | -3.0% |
| 30D | -15.1% | 0.0% | -15.0% | -15.3% |
| 3M | -18.7% | +16.7% | -35.4% | -24.7% |
| 6M | -31.5% | +54.8% | -86.3% | -45.0% |
| YTD | -11.4% | +28.8% | -40.2% | -22.9% |
| 1Y | -1.9% | +19.3% | -21.2% | -11.5% |
| 3Y | +1.7% | +65.5% | -63.9% | -25.6% |
| 5Y | +35.4% | +12.1% | +23.4% | +17.9% |
| All | +204.8% | +302.9% | -98.0% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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