+3.7%
VALE vs D
+23.9%
-20.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.4% | -0.3% | +3.4% |
| 7D | -0.3% | +8.5% | -8.9% | -1.5% |
| 30D | -19.2% | +14.3% | -33.5% | -20.7% |
| 3M | -20.7% | +1.8% | -22.5% | -20.8% |
| 6M | -25.8% | +13.0% | -38.8% | -27.2% |
| YTD | -9.8% | +22.7% | -32.5% | -11.8% |
| 1Y | +3.7% | +22.6% | -18.9% | +1.3% |
| All | +3.7% | +23.9% | -20.2% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1y: compounded portfolio wealth divided by compounded D 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…
1y analysis · Full analysis span regression · 6 months rolling