+53.3%
VALE vs CAPR
+42.0%
+11.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.6% | +5.5% | +1.9% |
| 7D | +2.9% | -9.5% | +12.4% | +3.0% |
| 30D | +8.8% | +121.5% | -112.7% | +7.4% |
| 3M | +6.8% | -65.4% | +72.1% | +7.4% |
| 6M | +6.9% | -67.5% | +74.4% | +7.6% |
| YTD | +22.8% | -68.6% | +91.4% | +23.6% |
| 1Y | +61.3% | +42.7% | +18.6% | +54.1% |
| 3Y | +53.3% | +43.4% | +10.0% | +36.2% |
| All | +53.3% | +42.0% | +11.3% | +36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling