+1,702.7%
VALE vs D
+501.6%
+1,201.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +2.1% |
| 7D | +1.8% | +3.0% | -1.2% | -0.1% |
| 30D | -14.8% | +11.5% | -26.3% | -20.6% |
| 3M | -19.0% | +3.7% | -22.7% | -21.2% |
| 6M | -27.7% | +13.5% | -41.3% | -33.9% |
| YTD | -8.5% | +20.7% | -29.2% | -19.8% |
| 1Y | +2.6% | +18.2% | -15.6% | -9.1% |
| 3Y | +4.0% | +73.3% | -69.3% | -30.7% |
| 5Y | +51.2% | +12.3% | +39.0% | +29.8% |
| 10Y | +263.0% | +43.4% | +219.6% | +129.1% |
| All | +1,702.7% | +501.6% | +1,201.1% | +368.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling