+61.2%
VALE vs JBL
+52.3%
+8.8%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.6% |
| 7D | +1.6% | +3.0% | -1.4% | +0.9% |
| 30D | +5.1% | -8.3% | +13.4% | +6.8% |
| 3M | -0.4% | -16.9% | +16.5% | +3.5% |
| 6M | -2.2% | +21.8% | -24.0% | -9.0% |
| YTD | +20.5% | +36.3% | -15.8% | +10.3% |
| 1Y | +61.2% | +49.5% | +11.7% | +44.8% |
| All | +61.2% | +52.3% | +8.8% | +44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 1y: compounded portfolio wealth divided by compounded JBL 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…
1y analysis · Full analysis span regression · 6 months rolling