+41.8%
VALE vs QS
-75.8%
+117.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.3% | -1.0% |
| 7D | -0.2% | -5.0% | +4.8% | +0.3% |
| 30D | +9.7% | -18.3% | +28.0% | +11.7% |
| 3M | +5.3% | -26.0% | +31.3% | +7.6% |
| 6M | +0.5% | -24.0% | +24.6% | +2.3% |
| YTD | +20.6% | -50.3% | +70.9% | +26.9% |
| 1Y | +57.6% | -38.0% | +95.6% | +60.6% |
| 3Y | +50.6% | -24.6% | +75.1% | +41.7% |
| 5Y | +41.8% | -75.4% | +117.3% | +43.8% |
| All | +41.8% | -75.8% | +117.7% | +43.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling