+204.8%
VALE vs ALL
+377.9%
-173.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.7% |
| 7D | -3.2% | +5.0% | -8.2% | -5.2% |
| 30D | -15.1% | +13.3% | -28.4% | -19.6% |
| 3M | -18.7% | +3.2% | -21.9% | -20.3% |
| 6M | -31.5% | +25.3% | -56.8% | -38.9% |
| YTD | -11.4% | +30.5% | -41.9% | -23.1% |
| 1Y | -1.9% | +29.2% | -31.1% | -14.4% |
| 3Y | +1.7% | +119.1% | -117.4% | -36.1% |
| 5Y | +35.4% | +162.6% | -127.2% | -28.0% |
| All | +204.8% | +377.9% | -173.1% | +11.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling