+61.2%
VALE vs REPL
+161.1%
-99.9%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.4% | -0.3% |
| 7D | +1.6% | -3.0% | +4.6% | +1.6% |
| 30D | +5.1% | +27.1% | -22.0% | +5.0% |
| 3M | -0.4% | +52.4% | -52.8% | -0.8% |
| 6M | -2.2% | +107.4% | -109.7% | -3.1% |
| YTD | +20.5% | +54.7% | -34.2% | +20.3% |
| 1Y | +61.2% | +158.9% | -97.7% | +56.7% |
| All | +61.2% | +161.1% | -99.9% | +56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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