+46.4%
VALE vs DVA
+89.4%
-43.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -1.0% |
| 7D | -0.2% | -0.2% | 0.0% | -0.2% |
| 30D | +9.7% | +1.7% | +8.1% | +9.6% |
| 3M | +5.3% | -8.7% | +13.9% | +5.6% |
| 6M | +0.5% | +19.7% | -19.1% | -1.7% |
| YTD | +20.6% | +59.6% | -39.0% | +14.7% |
| 1Y | +57.6% | +37.1% | +20.5% | +51.2% |
| All | +46.4% | +89.4% | -43.0% | +36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 3y: compounded portfolio wealth divided by compounded DVA 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…
3y analysis · Full analysis span regression · 6 months rolling