+53.3%
VALE vs A
+29.5%
+23.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.7% | +4.6% | +2.6% |
| 7D | +2.9% | -2.1% | +5.0% | +3.5% |
| 30D | +8.8% | +0.6% | +8.2% | +8.5% |
| 3M | +6.8% | +10.9% | -4.1% | +3.3% |
| 6M | +6.9% | +28.2% | -21.2% | -1.6% |
| YTD | +22.8% | +8.6% | +14.3% | +18.9% |
| 1Y | +61.3% | +15.5% | +45.7% | +52.3% |
| 3Y | +53.3% | +31.8% | +21.5% | +37.5% |
| All | +53.3% | +29.5% | +23.8% | +37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling