+2,275.1%
VALE vs ALL
+1,175.1%
+1,100.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.1% | +0.5% |
| 7D | +1.6% | 0.0% | +1.6% | +1.5% |
| 30D | +5.1% | -1.5% | +6.6% | +5.7% |
| 3M | -0.4% | +23.6% | -24.0% | -13.5% |
| 6M | -2.2% | +22.3% | -24.5% | -14.8% |
| YTD | +20.5% | +26.5% | -6.0% | +1.9% |
| 1Y | +61.2% | +27.0% | +34.2% | +35.0% |
| 3Y | +43.1% | +149.6% | -106.4% | -25.7% |
| 5Y | +34.0% | +118.1% | -84.1% | -27.8% |
| 10Y | +469.7% | +369.0% | +100.7% | +79.7% |
| All | +2,275.1% | +1,175.1% | +1,100.0% | +322.8% |
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 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