+521.5%
VALE vs COO
+36.7%
+484.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.2% | +5.4% | +1.4% |
| 7D | -1.8% | -9.0% | +7.1% | +1.3% |
| 30D | +6.7% | -16.8% | +23.5% | +13.6% |
| 3M | +4.9% | -7.5% | +12.4% | +7.1% |
| 6M | +3.6% | -16.3% | +19.9% | +9.5% |
| YTD | +21.9% | -22.5% | +44.4% | +32.4% |
| 1Y | +61.6% | -7.0% | +68.5% | +62.7% |
| 3Y | +52.1% | -27.5% | +79.6% | +62.6% |
| 5Y | +43.2% | -43.3% | +86.5% | +66.5% |
| 10Y | +521.5% | +37.6% | +483.9% | +415.7% |
| All | +521.5% | +36.7% | +484.8% | +415.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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