+204.8%
VALE vs D
+48.0%
+156.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.8% | -0.6% |
| 7D | -3.2% | -1.4% | -1.8% | -2.8% |
| 30D | -15.1% | +7.7% | -22.8% | -17.2% |
| 3M | -18.7% | -0.3% | -18.4% | -18.7% |
| 6M | -31.5% | +10.1% | -41.5% | -34.0% |
| YTD | -11.4% | +19.1% | -30.5% | -17.1% |
| 1Y | -1.9% | +15.9% | -17.8% | -7.4% |
| 3Y | +1.7% | +75.0% | -73.3% | -18.6% |
| 5Y | +35.4% | +13.4% | +22.1% | +26.1% |
| All | +204.8% | +48.0% | +156.8% | +161.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling