+237.7%
VALE vs RF
+279.4%
-41.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.4% |
| 7D | +1.8% | -0.9% | +2.7% | +2.1% |
| 30D | -14.8% | +6.0% | -20.9% | -17.0% |
| 3M | -19.0% | -8.9% | -10.1% | -16.0% |
| 6M | -27.7% | +2.3% | -30.1% | -28.8% |
| YTD | -8.5% | +7.6% | -16.1% | -12.0% |
| 1Y | +2.6% | +21.2% | -18.5% | -6.1% |
| 3Y | +4.0% | +108.5% | -104.5% | -27.2% |
| 5Y | +51.2% | +43.2% | +8.0% | +19.4% |
| All | +237.7% | +279.4% | -41.7% | +100.4% |
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