+2.0%
VALE vs REPL
+175.2%
-173.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.6% | -7.8% | -3.2% |
| 7D | +5.5% | +12.7% | -7.3% | +5.5% |
| 30D | -15.0% | +73.5% | -88.5% | -14.7% |
| 3M | -20.0% | +70.3% | -90.3% | -19.7% |
| 6M | -28.4% | +472.0% | -500.4% | -27.4% |
| YTD | -8.6% | +139.5% | -148.1% | -5.2% |
| 1Y | +2.0% | +167.3% | -165.3% | +2.0% |
| All | +2.0% | +175.2% | -173.2% | +2.0% |
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