+206.4%
VALE vs RACE
+717.8%
-511.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.5% | -0.1% | -1.6% |
| 7D | -1.5% | -4.0% | +2.5% | +0.2% |
| 30D | -15.6% | +3.5% | -19.2% | -17.0% |
| 3M | -19.5% | -0.4% | -19.1% | -19.8% |
| 6M | -31.9% | +23.2% | -55.0% | -38.4% |
| YTD | -11.0% | +11.0% | -21.9% | -16.3% |
| 1Y | -2.1% | -2.2% | +0.1% | -3.0% |
| 3Y | +1.4% | +22.5% | -21.1% | -15.0% |
| 5Y | +36.2% | +63.2% | -27.0% | -4.5% |
| All | +206.4% | +717.8% | -511.4% | +17.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling