+43.9%
VALE vs Q
+79.8%
-35.8%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.8% | -0.9% |
| 7D | -0.3% | +4.9% | -5.2% | -1.4% |
| 30D | +8.6% | -11.0% | +19.6% | +11.4% |
| 3M | +2.0% | -15.2% | +17.2% | +5.0% |
| 6M | +2.1% | +8.8% | -6.7% | -3.2% |
| YTD | +20.2% | +55.1% | -34.9% | +6.9% |
| All | +43.9% | +79.8% | -35.8% | +30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling