+491.2%
VALE vs DG
+99.2%
+392.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.2% | -0.8% |
| 7D | -0.2% | -6.3% | +6.1% | +0.9% |
| 30D | +9.7% | +2.4% | +7.3% | +9.2% |
| 3M | +5.3% | +12.4% | -7.2% | +2.7% |
| 6M | +0.5% | -14.9% | +15.5% | +2.8% |
| YTD | +20.6% | -6.1% | +26.7% | +21.1% |
| 1Y | +57.6% | +17.9% | +39.7% | +51.2% |
| 3Y | +50.6% | +3.1% | +47.4% | +43.0% |
| 5Y | +41.8% | -38.7% | +80.5% | +48.1% |
| All | +491.2% | +99.2% | +392.0% | +321.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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