+132.2%
VALE vs REPL
-6.0%
+138.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.4% | -0.2% |
| 7D | +1.6% | -3.0% | +4.6% | +1.7% |
| 30D | +5.1% | +27.1% | -22.0% | +4.3% |
| 3M | -0.4% | +52.4% | -52.8% | -3.1% |
| 6M | -2.2% | +107.4% | -109.7% | -9.1% |
| YTD | +20.5% | +54.7% | -34.2% | +13.4% |
| 1Y | +61.2% | +158.9% | -97.7% | +44.8% |
| 3Y | +43.1% | -23.7% | +66.9% | +24.9% |
| 5Y | +34.0% | -54.3% | +88.3% | +19.8% |
| All | +132.2% | -6.0% | +138.2% | +68.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling