+55.2%
VALE vs JBL
+47.2%
+8.0%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.0% | -5.4% | -1.5% |
| 7D | -0.3% | +2.4% | -2.7% | -0.8% |
| 30D | +8.6% | -13.1% | +21.7% | +12.1% |
| 3M | +2.0% | -15.6% | +17.6% | +5.7% |
| 6M | +2.1% | +24.6% | -22.5% | -5.5% |
| YTD | +20.2% | +39.6% | -19.4% | +9.4% |
| 1Y | +55.2% | +48.6% | +6.5% | +38.4% |
| All | +55.2% | +47.2% | +8.0% | +38.4% |
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