+61.3%
VALE vs RACE
-15.2%
+76.4%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.1% |
| 7D | +2.9% | -1.0% | +4.0% | +3.1% |
| 30D | +8.8% | -1.5% | +10.3% | +9.0% |
| 3M | +6.8% | +15.5% | -8.7% | +3.4% |
| 6M | +6.9% | +17.3% | -10.4% | +2.5% |
| YTD | +22.8% | +11.1% | +11.7% | +18.2% |
| 1Y | +61.3% | -14.3% | +75.5% | +56.8% |
| All | +61.3% | -15.2% | +76.4% | +56.8% |
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