+2,275.1%
VALE vs A
+636.8%
+1,638.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.8% | -0.6% |
| 7D | +1.6% | -1.9% | +3.5% | +2.7% |
| 30D | +5.1% | +6.9% | -1.8% | +1.2% |
| 3M | -0.4% | +9.2% | -9.6% | -5.6% |
| 6M | -2.2% | +25.7% | -27.9% | -15.2% |
| YTD | +20.5% | +11.5% | +9.0% | +11.0% |
| 1Y | +61.2% | +18.4% | +42.8% | +42.7% |
| 3Y | +43.1% | +26.6% | +16.5% | +17.2% |
| 5Y | +34.0% | -12.8% | +46.8% | +28.7% |
| 10Y | +469.7% | +247.2% | +222.5% | +143.1% |
| All | +2,275.1% | +636.8% | +1,638.3% | +509.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling