+45.9%
VALE vs QS
-24.6%
+70.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.3% | -0.5% |
| 7D | -0.3% | -3.6% | +3.4% | +0.1% |
| 30D | +8.6% | -17.2% | +25.9% | +10.4% |
| 3M | +2.0% | -27.0% | +29.0% | +4.4% |
| 6M | +2.1% | -24.6% | +26.7% | +3.9% |
| YTD | +20.2% | -49.3% | +69.5% | +25.8% |
| 1Y | +55.2% | -40.3% | +95.5% | +58.7% |
| 3Y | +45.9% | -23.8% | +69.7% | +42.8% |
| All | +45.9% | -24.6% | +70.5% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 3y: compounded portfolio wealth divided by compounded QS 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…
3y analysis · Full analysis span regression · 6 months rolling