+45.9%
VALE vs RJF
+69.0%
-23.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -0.3% | -2.7% | +2.4% | +0.5% |
| 30D | +8.6% | -4.3% | +12.9% | +9.8% |
| 3M | +2.0% | +15.7% | -13.7% | -2.3% |
| 6M | +2.1% | +17.8% | -15.7% | -2.8% |
| YTD | +20.2% | +9.2% | +11.0% | +16.4% |
| 1Y | +55.2% | +2.8% | +52.4% | +52.4% |
| 3Y | +45.9% | +69.5% | -23.6% | +18.4% |
| All | +45.9% | +69.0% | -23.1% | +18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling