+489.2%
VALE vs OMC
+34.2%
+455.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.2% | -0.1% |
| 7D | -0.3% | -4.4% | +4.1% | +1.5% |
| 30D | +8.6% | -7.6% | +16.2% | +11.7% |
| 3M | +2.0% | +4.5% | -2.5% | -1.2% |
| 6M | +2.1% | -0.3% | +2.4% | +0.8% |
| YTD | +20.2% | -0.1% | +20.3% | +16.7% |
| 1Y | +55.2% | +4.6% | +50.5% | +46.0% |
| 3Y | +45.9% | +10.5% | +35.4% | +28.9% |
| 5Y | +41.4% | +31.7% | +9.7% | +7.4% |
| All | +489.2% | +34.2% | +455.0% | +330.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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