-0.9%
VALE vs ACWI
+330.0%
-330.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.3% | +1.3% |
| 7D | +1.8% | -2.4% | +4.1% | +5.3% |
| 30D | -14.8% | -5.2% | -9.7% | -8.0% |
| 3M | -19.0% | -4.8% | -14.2% | -13.1% |
| 6M | -27.7% | -1.3% | -26.4% | -26.7% |
| YTD | -8.5% | +8.4% | -16.9% | -19.4% |
| 1Y | +2.6% | +11.0% | -8.4% | -13.0% |
| 3Y | +4.0% | +70.6% | -66.5% | -55.7% |
| 5Y | +51.2% | +55.3% | -4.1% | -28.1% |
| 10Y | +263.0% | +223.2% | +39.8% | -46.7% |
| All | -0.9% | +330.0% | -330.9% | -87.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling