+3.7%
VALE vs RACE
+10.6%
-6.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.3% | -0.2% | +3.1% |
| 7D | -0.3% | +9.9% | -10.3% | -2.5% |
| 30D | -19.2% | +12.8% | -32.0% | -21.5% |
| 3M | -20.7% | +7.4% | -28.1% | -22.2% |
| 6M | -25.8% | +27.6% | -53.4% | -31.1% |
| YTD | -9.8% | +18.4% | -28.1% | -15.9% |
| 1Y | +3.7% | +9.5% | -5.9% | -0.8% |
| All | +3.7% | +10.6% | -6.9% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 1y: compounded portfolio wealth divided by compounded RACE 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…
1y analysis · Full analysis span regression · 6 months rolling