+579.2%
VALE vs P
+485.4%
+93.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.6% | -0.5% |
| 7D | +1.6% | +6.5% | -4.9% | +0.2% |
| 30D | +5.1% | +18.8% | -13.7% | +0.4% |
| 3M | -0.4% | +26.7% | -27.2% | -6.8% |
| 6M | -2.2% | +62.2% | -64.4% | -14.1% |
| YTD | +20.5% | +48.5% | -28.0% | +7.0% |
| 1Y | +61.2% | +26.4% | +34.8% | +45.2% |
| 3Y | +43.1% | +159.4% | -116.3% | -0.8% |
| 5Y | +34.0% | +275.8% | -241.8% | -19.8% |
| 10Y | +469.7% | +732.0% | -262.3% | +136.7% |
| All | +579.2% | +485.4% | +93.8% | +183.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling