+2,320.2%
VALE vs DVA
+2,095.9%
+224.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.1% | +4.0% | +2.7% |
| 7D | +2.9% | +2.2% | +0.7% | +2.0% |
| 30D | +8.8% | -2.0% | +10.8% | +9.6% |
| 3M | +6.8% | -6.3% | +13.0% | +8.0% |
| 6M | +6.9% | +19.4% | -12.5% | -3.2% |
| YTD | +22.8% | +58.5% | -35.7% | -2.3% |
| 1Y | +61.3% | +33.9% | +27.4% | +36.8% |
| 3Y | +53.3% | +88.4% | -35.1% | +4.8% |
| 5Y | +44.9% | +39.5% | +5.3% | +6.9% |
| 10Y | +486.8% | +179.5% | +307.3% | +178.1% |
| All | +2,320.2% | +2,095.9% | +224.3% | +479.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling