+14.1%
VALE vs COMP
-56.6%
+70.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -8.2% | +8.3% | +1.0% |
| 7D | +2.4% | -1.8% | +4.2% | +2.5% |
| 30D | -18.7% | -0.8% | -17.9% | -18.8% |
| 3M | -21.2% | -28.1% | +7.0% | -18.9% |
| 6M | -26.1% | +27.0% | -53.1% | -28.6% |
| YTD | -9.6% | -12.8% | +3.2% | -10.1% |
| 1Y | +0.7% | +4.9% | -4.2% | -1.7% |
| 3Y | +3.3% | +321.0% | -317.7% | -15.0% |
| 5Y | +49.4% | -25.6% | +75.0% | +27.0% |
| All | +14.1% | -56.6% | +70.7% | -6.4% |
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