+202.4%
VALE vs COO
+38.3%
+164.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -3.1% |
| 7D | +5.5% | +4.5% | +1.0% | +3.9% |
| 30D | -15.0% | +16.9% | -31.9% | -19.5% |
| 3M | -20.0% | -16.7% | -3.3% | -15.5% |
| 6M | -28.4% | +5.9% | -34.3% | -31.3% |
| YTD | -8.6% | -22.4% | +13.8% | -1.6% |
| 1Y | +2.0% | -10.1% | +12.1% | +3.6% |
| 3Y | +4.1% | -22.8% | +26.9% | +7.6% |
| 5Y | +46.4% | -41.4% | +87.8% | +66.2% |
| 10Y | +202.4% | +41.3% | +161.2% | +157.6% |
| All | +202.4% | +38.3% | +164.1% | +157.6% |
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