+38.7%
VALE vs ONTO
+146.7%
-108.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.9% | -8.9% | -1.2% |
| 7D | +1.3% | +16.4% | -15.0% | -1.2% |
| 30D | -14.3% | -21.4% | +7.1% | -12.0% |
| 3M | -16.8% | -32.7% | +15.9% | -13.0% |
| 6M | -30.2% | -25.2% | -5.0% | -29.4% |
| YTD | -8.6% | +36.2% | -44.8% | -16.2% |
| 1Y | +1.6% | +61.2% | -59.5% | -9.2% |
| 3Y | +4.1% | +58.7% | -54.6% | -12.0% |
| 5Y | +38.7% | +143.6% | -105.0% | +1.9% |
| All | +38.7% | +146.7% | -108.0% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 ONTO 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