+47.9%
VALE vs IT
-52.2%
+100.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.7% |
| 7D | -1.8% | -9.1% | +7.3% | -1.6% |
| 30D | +6.7% | -12.2% | +18.8% | +7.0% |
| 3M | +4.9% | +7.8% | -2.9% | +4.8% |
| 6M | +3.6% | +2.0% | +1.6% | +3.6% |
| YTD | +21.9% | -32.7% | +54.6% | +26.4% |
| 1Y | +61.6% | -31.1% | +92.7% | +66.4% |
| All | +47.9% | -52.2% | +100.1% | +65.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling