+61.3%
VALE vs D
+19.1%
+42.2%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.8% |
| 7D | +2.9% | +0.8% | +2.1% | +2.8% |
| 30D | +8.8% | -0.7% | +9.5% | +8.9% |
| 3M | +6.8% | +2.1% | +4.7% | +6.3% |
| 6M | +6.9% | +6.8% | +0.1% | +5.6% |
| YTD | +22.8% | +16.5% | +6.3% | +21.4% |
| 1Y | +61.3% | +19.2% | +42.1% | +61.7% |
| All | +61.3% | +19.1% | +42.2% | +61.7% |
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