+15.5%
VALE vs COMP
-52.0%
+67.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +10.7% | -9.5% | +0.2% |
| 7D | +1.8% | +13.4% | -11.7% | +0.4% |
| 30D | -14.8% | +11.1% | -25.9% | -15.9% |
| 3M | -19.0% | -18.8% | -0.2% | -17.7% |
| 6M | -27.7% | +10.5% | -38.2% | -29.1% |
| YTD | -8.5% | -3.4% | -5.1% | -10.0% |
| 1Y | +2.6% | +19.7% | -17.1% | -1.1% |
| 3Y | +4.0% | +381.6% | -377.6% | -15.6% |
| 5Y | +51.2% | -17.6% | +68.8% | +27.3% |
| All | +15.5% | -52.0% | +67.5% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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