+489.2%
VALE vs IT
+103.1%
+386.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.3% | -5.6% | -1.6% |
| 7D | -0.3% | -3.7% | +3.4% | +0.5% |
| 30D | +8.6% | +0.1% | +8.6% | +8.2% |
| 3M | +2.0% | +20.7% | -18.7% | -4.5% |
| 6M | +2.1% | +12.0% | -9.9% | -3.5% |
| YTD | +20.2% | -28.8% | +49.0% | +28.1% |
| 1Y | +55.2% | -25.5% | +80.7% | +61.8% |
| 3Y | +45.9% | -48.8% | +94.6% | +64.6% |
| 5Y | +41.4% | -42.7% | +84.1% | +47.4% |
| All | +489.2% | +103.1% | +386.1% | +261.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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