+2,275.1%
VALE vs D
+477.4%
+1,797.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.2% | 0.0% |
| 7D | +1.6% | +1.5% | +0.1% | +0.7% |
| 30D | +5.1% | -2.6% | +7.7% | +6.7% |
| 3M | -0.4% | 0.0% | -0.4% | -0.8% |
| 6M | -2.2% | +7.4% | -9.6% | -7.3% |
| YTD | +20.5% | +15.9% | +4.7% | +8.7% |
| 1Y | +61.2% | +18.1% | +43.1% | +42.8% |
| 3Y | +43.1% | +58.4% | -15.2% | +0.8% |
| 5Y | +34.0% | +5.2% | +28.8% | +19.7% |
| 10Y | +469.7% | +35.9% | +433.8% | +274.4% |
| All | +2,275.1% | +477.4% | +1,797.7% | +534.3% |
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 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