-2.2%
VALE vs D
+6.1%
-8.3%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.2% | -0.1% |
| 7D | +1.6% | +0.4% | +1.2% | +1.5% |
| 30D | +5.1% | -3.6% | +8.7% | +5.7% |
| 3M | -0.4% | -1.0% | +0.6% | -0.6% |
| 6M | -2.2% | +6.3% | -8.5% | -3.9% |
| All | -2.2% | +6.1% | -8.3% | -3.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling