+214.6%
VALE vs ALB
+35.3%
+179.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.3% |
| 7D | +1.3% | +1.1% | +0.3% | +1.0% |
| 30D | -14.3% | -2.6% | -11.8% | -13.8% |
| 3M | -16.8% | -25.6% | +8.7% | -9.7% |
| 6M | -30.2% | -54.0% | +23.8% | -13.2% |
| YTD | -8.6% | -31.6% | +23.0% | -0.8% |
| 1Y | +1.6% | -6.6% | +8.2% | -0.2% |
| 3Y | +4.1% | -14.0% | +18.1% | -5.2% |
| 5Y | +38.7% | -62.5% | +101.2% | +57.7% |
| 10Y | +214.6% | +36.3% | +178.3% | +102.2% |
| All | +214.6% | +35.3% | +179.3% | +102.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 10y: compounded portfolio wealth divided by compounded ALB 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…
10y analysis · Full analysis span regression · 6 months rolling