+489.2%
VALE vs QSR
+135.2%
+354.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.6% |
| 7D | -0.3% | -4.0% | +3.7% | +1.5% |
| 30D | +8.6% | +2.8% | +5.9% | +7.2% |
| 3M | +2.0% | +5.1% | -3.1% | -0.7% |
| 6M | +2.1% | +8.8% | -6.7% | -2.7% |
| YTD | +20.2% | +14.8% | +5.4% | +11.1% |
| 1Y | +55.2% | +25.7% | +29.4% | +36.9% |
| 3Y | +45.9% | +27.5% | +18.4% | +25.5% |
| 5Y | +41.4% | +41.3% | +0.1% | +13.6% |
| All | +489.2% | +135.2% | +354.0% | +235.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 10y: compounded portfolio wealth divided by compounded QSR 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…
10y analysis · Full analysis span regression · 6 months rolling