+41.8%
VALE vs JBL
+390.6%
-348.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.7% | -0.4% |
| 7D | -0.2% | -1.0% | +0.8% | 0.0% |
| 30D | +9.7% | -15.1% | +24.8% | +13.8% |
| 3M | +5.3% | -14.0% | +19.3% | +8.2% |
| 6M | +0.5% | +20.6% | -20.1% | -5.2% |
| YTD | +20.6% | +32.9% | -12.3% | +10.9% |
| 1Y | +57.6% | +40.5% | +17.1% | +42.2% |
| 3Y | +50.6% | +183.7% | -133.2% | +6.8% |
| 5Y | +41.8% | +388.3% | -346.5% | -20.5% |
| All | +41.8% | +390.6% | -348.8% | -20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling