+1,761.8%
VALE vs ALL
+1,146.7%
+615.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.4% | +3.7% | +3.5% |
| 7D | +5.6% | -3.9% | +9.4% | +7.9% |
| 30D | -12.1% | +10.6% | -22.7% | -17.5% |
| 3M | -16.3% | -4.6% | -11.8% | -14.9% |
| 6M | -26.0% | +20.2% | -46.2% | -35.3% |
| YTD | -5.5% | +23.7% | -29.2% | -19.7% |
| 1Y | +6.7% | +27.9% | -21.2% | -11.2% |
| 3Y | +10.2% | +109.2% | -99.0% | -36.4% |
| 5Y | +49.7% | +148.0% | -98.3% | -26.6% |
| 10Y | +222.3% | +363.8% | -141.5% | +1.3% |
| All | +1,761.8% | +1,146.7% | +615.1% | +233.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling