+1,701.1%
VALE vs A
+770.0%
+931.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.3% | -2.0% | -2.6% |
| 7D | +5.5% | +1.4% | +4.1% | +4.7% |
| 30D | -15.0% | +4.3% | -19.3% | -17.1% |
| 3M | -20.0% | +19.8% | -39.8% | -28.0% |
| 6M | -28.4% | +54.4% | -82.8% | -44.7% |
| YTD | -8.6% | +31.7% | -40.3% | -23.5% |
| 1Y | +2.0% | +22.4% | -20.5% | -11.4% |
| 3Y | +4.1% | +67.7% | -63.6% | -27.1% |
| 5Y | +46.4% | +15.7% | +30.7% | +19.6% |
| 10Y | +202.4% | +308.7% | -106.3% | +17.4% |
| All | +1,701.1% | +770.0% | +931.1% | +320.1% |
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 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