+489.2%
VALE vs LEN
+108.0%
+381.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -1.0% |
| 7D | -0.3% | -4.8% | +4.5% | +1.1% |
| 30D | +8.6% | -6.6% | +15.2% | +10.6% |
| 3M | +2.0% | -15.7% | +17.6% | +6.5% |
| 6M | +2.1% | -16.6% | +18.8% | +6.9% |
| YTD | +20.2% | -21.3% | +41.6% | +27.3% |
| 1Y | +55.2% | -42.0% | +97.2% | +79.2% |
| 3Y | +45.9% | -27.9% | +73.8% | +52.8% |
| 5Y | +41.4% | -10.7% | +52.1% | +32.6% |
| All | +489.2% | +108.0% | +381.2% | +280.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 10y: compounded portfolio wealth divided by compounded LEN 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…
10y analysis · Full analysis span regression · 6 months rolling