+2,276.6%
VALE vs JBL
+1,667.6%
+609.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.7% | +0.1% |
| 7D | -0.2% | -1.0% | +0.8% | +0.2% |
| 30D | +9.7% | -15.1% | +24.8% | +16.6% |
| 3M | +5.3% | -14.0% | +19.3% | +10.1% |
| 6M | +0.5% | +20.6% | -20.1% | -9.0% |
| YTD | +20.6% | +32.9% | -12.3% | +4.3% |
| 1Y | +57.6% | +40.5% | +17.1% | +31.9% |
| 3Y | +50.6% | +183.7% | -133.2% | -12.8% |
| 5Y | +41.8% | +388.3% | -346.5% | -36.9% |
| 10Y | +515.1% | +1,464.9% | -949.9% | +61.6% |
| All | +2,276.6% | +1,667.6% | +609.0% | +332.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling