+489.2%
VALE vs DTE
+137.8%
+351.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.3% |
| 7D | -0.3% | -2.6% | +2.3% | +1.0% |
| 30D | +8.6% | -4.4% | +13.0% | +10.8% |
| 3M | +2.0% | -8.3% | +10.3% | +5.9% |
| 6M | +2.1% | -8.1% | +10.2% | +5.7% |
| YTD | +20.2% | +4.4% | +15.8% | +16.9% |
| 1Y | +55.2% | +0.2% | +55.0% | +53.6% |
| 3Y | +45.9% | +42.6% | +3.3% | +19.4% |
| 5Y | +41.4% | +31.5% | +9.9% | +18.8% |
| All | +489.2% | +137.8% | +351.4% | +246.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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