+486.8%
VALE vs RACE
+793.3%
-306.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.3% |
| 7D | +2.9% | -1.0% | +4.0% | +3.3% |
| 30D | +8.8% | -1.5% | +10.3% | +9.3% |
| 3M | +6.8% | +15.5% | -8.7% | -0.4% |
| 6M | +6.9% | +17.3% | -10.4% | -1.2% |
| YTD | +22.8% | +11.1% | +11.7% | +15.5% |
| 1Y | +61.3% | -14.3% | +75.5% | +68.0% |
| 3Y | +53.3% | +40.2% | +13.1% | +19.7% |
| 5Y | +44.9% | +92.6% | -47.7% | -8.9% |
| 10Y | +486.8% | +786.6% | -299.8% | +52.7% |
| All | +486.8% | +793.3% | -306.5% | +52.7% |
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