+20.3%
VALE vs POET
-20.5%
+40.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.6% | -4.9% | -0.5% |
| 7D | -0.3% | +0.4% | -0.6% | -0.3% |
| 30D | +8.6% | -10.4% | +19.0% | +9.0% |
| 3M | +2.0% | -29.3% | +31.3% | +2.9% |
| 6M | +2.1% | +6.9% | -4.7% | -0.9% |
| YTD | +20.2% | +25.6% | -5.4% | +15.6% |
| 1Y | +55.2% | +49.2% | +6.0% | +47.2% |
| 3Y | +45.9% | +128.4% | -82.6% | +30.1% |
| 5Y | +41.4% | -4.2% | +45.6% | +28.1% |
| 10Y | +513.1% | +30.3% | +482.7% | +414.7% |
| All | +20.3% | -20.5% | +40.8% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside POET.
Daily Out/Under-Performance
Portfolio return minus POET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × POET 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 POET 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