+49.7%
VALE vs REPL
-33.0%
+82.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.0% | +0.3% | +3.3% |
| 7D | +5.6% | +14.2% | -8.7% | +5.5% |
| 30D | -12.1% | +65.9% | -78.0% | -12.3% |
| 3M | -16.3% | +84.6% | -100.9% | -16.6% |
| 6M | -26.0% | +446.9% | -472.9% | -27.1% |
| YTD | -5.5% | +129.0% | -134.5% | -6.7% |
| 1Y | +6.7% | +167.9% | -161.2% | +5.2% |
| 3Y | +10.2% | +93.9% | -83.7% | +4.9% |
| 5Y | +49.7% | -33.0% | +82.7% | +46.3% |
| All | +49.7% | -33.0% | +82.7% | +46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling