+61.6%
VALE vs REPL
+136.9%
-75.3%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.8% |
| 7D | -1.8% | -9.6% | +7.7% | -1.8% |
| 30D | +6.7% | +5.7% | +0.9% | +6.6% |
| 3M | +4.9% | +56.4% | -51.5% | +4.5% |
| 6M | +3.6% | +67.4% | -63.8% | +3.3% |
| YTD | +21.9% | +48.7% | -26.8% | +21.7% |
| 1Y | +61.6% | +148.3% | -86.7% | +57.3% |
| All | +61.6% | +136.9% | -75.3% | +57.3% |
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