+149.5%
VALE vs JAAA
+29.3%
+120.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +2.9% | +0.1% | +2.8% | +2.7% |
| 30D | +8.8% | +0.5% | +8.3% | +7.8% |
| 3M | +6.8% | +1.2% | +5.6% | +4.2% |
| 6M | +6.9% | +2.8% | +4.1% | +1.1% |
| YTD | +22.8% | +3.2% | +19.6% | +15.5% |
| 1Y | +61.3% | +4.8% | +56.4% | +47.5% |
| 3Y | +53.3% | +19.0% | +34.3% | +12.2% |
| 5Y | +44.9% | +26.8% | +18.0% | -8.5% |
| All | +149.5% | +29.3% | +120.2% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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