+2,320.2%
VALE vs IT
+1,203.5%
+1,116.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -7.4% | +9.3% | +4.8% |
| 7D | +2.9% | -9.1% | +12.0% | +6.4% |
| 30D | +8.8% | -7.0% | +15.8% | +11.2% |
| 3M | +6.8% | +7.6% | -0.9% | +0.1% |
| 6M | +6.9% | +2.1% | +4.8% | +0.6% |
| YTD | +22.8% | -31.6% | +54.4% | +33.1% |
| 1Y | +61.3% | -29.9% | +91.2% | +71.1% |
| 3Y | +53.3% | -51.3% | +104.6% | +79.6% |
| 5Y | +44.9% | -44.8% | +89.6% | +53.6% |
| 10Y | +486.8% | +91.4% | +395.4% | +218.4% |
| All | +2,320.2% | +1,203.5% | +1,116.6% | +457.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling