+521.5%
VALE vs CAPR
-77.3%
+598.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.6% | +3.9% | -0.7% |
| 7D | -1.8% | -12.6% | +10.8% | -1.6% |
| 30D | +6.7% | +124.4% | -117.8% | +4.4% |
| 3M | +4.9% | -66.8% | +71.7% | +5.8% |
| 6M | +3.6% | -71.8% | +75.4% | +4.8% |
| YTD | +21.9% | -70.1% | +91.9% | +23.0% |
| 1Y | +61.6% | +33.3% | +28.2% | +49.9% |
| 3Y | +52.1% | +36.7% | +15.4% | +35.6% |
| 5Y | +43.2% | +72.5% | -29.3% | +24.5% |
| 10Y | +521.5% | -77.3% | +598.8% | +431.8% |
| All | +521.5% | -77.3% | +598.8% | +431.8% |
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