-2.1%
VALE vs Q
+27.2%
-29.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.1% | +0.5% | -1.9% |
| 7D | -1.5% | +11.5% | -13.0% | -4.0% |
| 30D | -15.6% | -0.2% | -15.5% | -15.9% |
| 3M | -19.5% | -13.6% | -6.0% | -17.0% |
| 6M | -31.9% | -27.0% | -4.8% | -27.2% |
| YTD | -11.0% | +50.5% | -61.5% | -22.5% |
| 1Y | -2.1% | +33.8% | -35.9% | -12.6% |
| All | -2.1% | +27.2% | -29.4% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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