+37.8%
VALE vs IT
-42.2%
+80.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.6% |
| 7D | -3.2% | +1.1% | -4.3% | -3.3% |
| 30D | -15.1% | -1.8% | -13.2% | -15.1% |
| 3M | -18.7% | +4.8% | -23.5% | -19.3% |
| 6M | -31.5% | +33.0% | -64.5% | -34.0% |
| YTD | -11.4% | -23.8% | +12.4% | -7.9% |
| 1Y | -1.9% | -16.5% | +14.7% | +0.2% |
| 3Y | +1.7% | -53.6% | +55.3% | +15.1% |
| All | +37.8% | -42.2% | +80.1% | +43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling