+61.6%
VALE vs P
+22.0%
+39.5%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.3% | -0.5% |
| 7D | -1.8% | +5.0% | -6.9% | -2.2% |
| 30D | +6.7% | -0.9% | +7.6% | +6.2% |
| 3M | +4.9% | +38.7% | -33.8% | +0.5% |
| 6M | +3.6% | +54.4% | -50.8% | -2.3% |
| YTD | +21.9% | +44.8% | -23.0% | +15.5% |
| 1Y | +61.6% | +22.5% | +39.0% | +45.6% |
| All | +61.6% | +22.0% | +39.5% | +45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 1y: compounded portfolio wealth divided by compounded P 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…
1y analysis · Full analysis span regression · 6 months rolling