+2,275.1%
VALE vs LEN
+369.2%
+1,905.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.8% | +0.1% |
| 7D | +1.6% | -3.2% | +4.8% | +2.7% |
| 30D | +5.1% | -4.9% | +10.0% | +6.6% |
| 3M | -0.4% | -8.5% | +8.1% | +1.8% |
| 6M | -2.2% | -20.7% | +18.5% | +4.6% |
| YTD | +20.5% | -17.4% | +37.9% | +26.5% |
| 1Y | +61.2% | -38.2% | +99.4% | +84.8% |
| 3Y | +43.1% | -24.9% | +68.0% | +49.3% |
| 5Y | +34.0% | -11.4% | +45.4% | +26.5% |
| 10Y | +469.7% | +110.0% | +359.6% | +266.2% |
| All | +2,275.1% | +369.2% | +1,905.9% | +890.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling