+40.9%
VALE vs LYB
-4.6%
+45.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | 0.0% |
| 7D | -0.3% | +0.3% | -0.5% | -0.3% |
| 30D | +8.6% | +2.5% | +6.2% | +7.6% |
| 3M | +2.0% | +1.4% | +0.6% | +1.0% |
| 6M | +2.1% | -3.5% | +5.6% | -0.1% |
| YTD | +20.2% | +52.0% | -31.8% | -5.6% |
| 1Y | +55.2% | +22.1% | +33.1% | +34.1% |
| 3Y | +45.9% | -22.8% | +68.7% | +60.4% |
| All | +40.9% | -4.6% | +45.5% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 LYB 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