+489.2%
VALE vs RJF
+429.3%
+59.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -0.3% | -2.7% | +2.4% | +1.2% |
| 30D | +8.6% | -4.3% | +12.9% | +10.9% |
| 3M | +2.0% | +15.7% | -13.7% | -6.2% |
| 6M | +2.1% | +17.8% | -15.7% | -7.2% |
| YTD | +20.2% | +9.2% | +11.0% | +13.0% |
| 1Y | +55.2% | +2.8% | +52.4% | +50.1% |
| 3Y | +45.9% | +69.5% | -23.6% | +1.9% |
| 5Y | +41.4% | +105.9% | -64.6% | -17.1% |
| All | +489.2% | +429.3% | +59.9% | +79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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