+367.9%
VALE vs QSR
+206.0%
+162.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | 0.0% |
| 7D | -1.8% | -2.4% | +0.5% | -0.8% |
| 30D | +6.7% | +5.7% | +1.0% | +3.7% |
| 3M | +4.9% | +6.9% | -2.0% | +0.9% |
| 6M | +3.6% | +6.9% | -3.3% | -0.9% |
| YTD | +21.9% | +14.9% | +7.0% | +11.7% |
| 1Y | +61.6% | +29.1% | +32.5% | +38.9% |
| 3Y | +52.1% | +26.1% | +26.0% | +29.6% |
| 5Y | +43.2% | +42.3% | +0.9% | +11.9% |
| 10Y | +521.5% | +134.0% | +387.6% | +224.8% |
| All | +367.9% | +206.0% | +162.0% | +103.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling