+2,275.1%
VALE vs RF
+145.5%
+2,129.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | +1.6% | +1.3% | +0.3% | +1.2% |
| 30D | +5.1% | -3.6% | +8.7% | +6.3% |
| 3M | -0.4% | +8.1% | -8.5% | -3.1% |
| 6M | -2.2% | +11.5% | -13.7% | -5.9% |
| YTD | +20.5% | +15.6% | +5.0% | +14.5% |
| 1Y | +61.2% | +15.7% | +45.5% | +52.7% |
| 3Y | +43.1% | +86.9% | -43.8% | +13.3% |
| 5Y | +34.0% | +89.8% | -55.9% | +2.5% |
| 10Y | +469.7% | +344.7% | +125.0% | +218.6% |
| All | +2,275.1% | +145.5% | +2,129.6% | +1,298.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling