+486.8%
VALE vs RF
+334.9%
+151.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.0% | +2.4% |
| 7D | +2.9% | +2.7% | +0.2% | +1.8% |
| 30D | +8.8% | -3.4% | +12.2% | +10.2% |
| 3M | +6.8% | +6.4% | +0.4% | +3.7% |
| 6M | +6.9% | +13.4% | -6.5% | +0.9% |
| YTD | +22.8% | +14.2% | +8.6% | +15.3% |
| 1Y | +61.3% | +15.7% | +45.6% | +50.1% |
| 3Y | +53.3% | +91.3% | -38.0% | +10.7% |
| 5Y | +44.9% | +89.8% | -44.9% | -0.6% |
| 10Y | +486.8% | +336.7% | +150.1% | +121.8% |
| All | +486.8% | +334.9% | +151.8% | +121.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 10y: compounded portfolio wealth divided by compounded RF 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…
10y analysis · Full analysis span regression · 6 months rolling