-31.9%
VALE vs Q
-23.7%
-8.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.1% | +0.5% | -2.1% |
| 7D | -1.5% | +11.5% | -13.0% | -3.2% |
| 30D | -15.6% | -0.2% | -15.5% | -15.7% |
| 3M | -19.5% | -13.6% | -6.0% | -17.7% |
| 6M | -31.9% | -27.0% | -4.8% | -28.5% |
| All | -31.9% | -23.7% | -8.1% | -28.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling