+3.7%
VALE vs ALL
+42.7%
-39.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.9% | +1.2% | +4.5% |
| 7D | -0.3% | +7.5% | -7.9% | +0.8% |
| 30D | -19.2% | +19.7% | -39.0% | -17.0% |
| 3M | -20.7% | +2.9% | -23.6% | -20.2% |
| 6M | -25.8% | +23.5% | -49.3% | -23.6% |
| YTD | -9.8% | +31.1% | -40.9% | -6.3% |
| 1Y | +3.7% | +40.5% | -36.8% | +8.2% |
| All | +3.7% | +42.7% | -39.0% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 1y: compounded portfolio wealth divided by compounded ALL 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…
1y analysis · Full analysis span regression · 6 months rolling