+43.2%
VALE vs A
-16.2%
+59.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.7% | -0.4% |
| 7D | -1.8% | -4.4% | +2.5% | -0.6% |
| 30D | +6.7% | -2.7% | +9.3% | +7.3% |
| 3M | +4.9% | +7.0% | -2.2% | +2.6% |
| 6M | +3.6% | +24.6% | -21.0% | -3.6% |
| YTD | +21.9% | +7.0% | +14.9% | +18.4% |
| 1Y | +61.6% | +15.6% | +46.0% | +52.9% |
| 3Y | +52.1% | +29.9% | +22.2% | +36.5% |
| 5Y | +43.2% | -15.4% | +58.6% | +44.1% |
| All | +43.2% | -16.2% | +59.4% | +44.1% |
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 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