+436.9%
VALE vs RACE
+658.9%
-222.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.9% |
| 7D | +1.8% | +5.1% | -3.3% | -0.7% |
| 30D | -14.8% | +7.7% | -22.5% | -18.0% |
| 3M | -19.0% | +2.2% | -21.2% | -20.3% |
| 6M | -27.7% | +23.8% | -51.5% | -35.7% |
| YTD | -8.5% | +13.9% | -22.4% | -15.9% |
| 1Y | +2.6% | +3.8% | -1.1% | -1.5% |
| 3Y | +4.0% | +28.0% | -24.0% | -16.8% |
| 5Y | +51.2% | +64.9% | -13.7% | +0.8% |
| 10Y | +263.0% | +780.4% | -517.3% | -29.4% |
| All | +436.9% | +658.9% | -222.0% | -11.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling