+204.8%
VALE vs CAPR
-65.7%
+270.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.9% | +6.4% | -0.4% |
| 7D | -3.2% | +5.9% | -9.1% | -3.4% |
| 30D | -15.1% | +44.6% | -59.7% | -15.9% |
| 3M | -18.7% | +126.4% | -145.1% | -20.6% |
| 6M | -31.5% | -68.6% | +37.1% | -31.0% |
| YTD | -11.4% | -67.0% | +55.5% | -11.0% |
| 1Y | -1.9% | +65.2% | -67.0% | -9.4% |
| 3Y | +1.7% | +235.6% | -233.9% | -11.3% |
| 5Y | +35.4% | +175.4% | -140.0% | +16.4% |
| All | +204.8% | -65.7% | +270.5% | +153.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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