-27.7%
VALE vs ACWI
-0.6%
-27.1%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.3% | +1.3% |
| 7D | +1.8% | -2.4% | +4.1% | +3.5% |
| 30D | -14.8% | -5.2% | -9.7% | -10.8% |
| 3M | -19.0% | -4.8% | -14.2% | -15.6% |
| 6M | -27.7% | -1.3% | -26.4% | -28.0% |
| All | -27.7% | -0.6% | -27.1% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 6mo: compounded portfolio wealth divided by compounded ACWI 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…
6mo analysis · Full analysis span regression · 6 months rolling