+521.5%
VALE vs D
+34.1%
+487.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.2% |
| 7D | -1.8% | -0.4% | -1.4% | -1.7% |
| 30D | +6.7% | -2.1% | +8.7% | +7.3% |
| 3M | +4.9% | -0.7% | +5.6% | +5.0% |
| 6M | +3.6% | +5.6% | -2.0% | +1.2% |
| YTD | +21.9% | +14.6% | +7.3% | +15.7% |
| 1Y | +61.6% | +15.3% | +46.2% | +52.6% |
| 3Y | +52.1% | +59.1% | -7.0% | +25.6% |
| 5Y | +43.2% | +3.9% | +39.3% | +37.4% |
| 10Y | +521.5% | +38.5% | +483.0% | +434.9% |
| All | +521.5% | +34.1% | +487.5% | +434.9% |
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