+38.7%
VALE vs A
+15.0%
+23.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.3% | -2.0% | -2.9% |
| 7D | +5.5% | +1.4% | +4.1% | +5.1% |
| 30D | -15.0% | +4.3% | -19.3% | -16.1% |
| 3M | -20.0% | +19.8% | -39.8% | -24.1% |
| 6M | -28.4% | +54.4% | -82.8% | -37.2% |
| YTD | -8.6% | +31.7% | -40.3% | -16.3% |
| 1Y | +2.0% | +22.4% | -20.5% | -4.7% |
| 3Y | +4.1% | +67.7% | -63.6% | -12.9% |
| All | +38.7% | +15.0% | +23.7% | +22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling