+1,654.5%
VALE vs GEN
+708.5%
+946.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.1% | +0.5% | -1.5% |
| 7D | -1.5% | -3.0% | +1.5% | -0.5% |
| 30D | -15.6% | +24.7% | -40.3% | -22.7% |
| 3M | -19.5% | +4.1% | -23.7% | -22.1% |
| 6M | -31.9% | +36.0% | -67.9% | -40.7% |
| YTD | -11.0% | +10.9% | -21.8% | -17.7% |
| 1Y | -2.1% | +12.2% | -14.3% | -9.9% |
| 3Y | +1.4% | +63.3% | -61.9% | -21.3% |
| 5Y | +36.2% | +29.0% | +7.1% | +10.7% |
| 10Y | +206.4% | +147.5% | +59.0% | +67.5% |
| All | +1,654.5% | +708.5% | +946.0% | +524.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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