+44.9%
VALE vs REPL
-53.9%
+98.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +1.9% |
| 7D | +2.9% | -5.7% | +8.7% | +3.0% |
| 30D | +8.8% | +22.5% | -13.7% | +8.6% |
| 3M | +6.8% | +64.7% | -57.9% | +6.1% |
| 6M | +6.9% | +83.0% | -76.1% | +5.6% |
| YTD | +22.8% | +52.0% | -29.1% | +21.5% |
| 1Y | +61.3% | +144.5% | -83.3% | +57.5% |
| 3Y | +53.3% | -25.1% | +78.4% | +49.0% |
| 5Y | +44.9% | -52.9% | +97.7% | +36.2% |
| All | +44.9% | -53.9% | +98.8% | +36.2% |
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