+9.4%
VALE vs Q
+75.8%
-66.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -3.0% |
| 7D | +5.5% | +4.0% | +1.5% | +4.4% |
| 30D | -15.0% | -2.3% | -12.6% | -14.8% |
| 3M | -20.0% | -7.9% | -12.1% | -18.9% |
| 6M | -28.4% | -16.0% | -12.4% | -26.7% |
| YTD | -8.6% | +51.7% | -60.3% | -18.6% |
| 1Y | +2.0% | +28.3% | -26.4% | -7.5% |
| All | +9.4% | +75.8% | -66.4% | -1.0% |
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