+36.6%
VALE vs RACE
+93.6%
-57.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.2% |
| 7D | +1.6% | -2.5% | +4.1% | +2.2% |
| 30D | +5.1% | +0.8% | +4.4% | +4.8% |
| 3M | -0.4% | +17.2% | -17.6% | -4.5% |
| 6M | -2.2% | +13.6% | -15.8% | -5.8% |
| YTD | +20.5% | +12.2% | +8.3% | +16.2% |
| 1Y | +61.2% | -16.3% | +77.4% | +65.8% |
| 3Y | +43.1% | +36.4% | +6.7% | +26.5% |
| All | +36.6% | +93.6% | -57.0% | +1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling