+41.8%
VALE vs RJF
+101.5%
-59.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.7% |
| 7D | -0.2% | -4.2% | +4.0% | +1.2% |
| 30D | +9.7% | -3.6% | +13.4% | +10.9% |
| 3M | +5.3% | +15.6% | -10.4% | -0.1% |
| 6M | +0.5% | +17.6% | -17.1% | -5.3% |
| YTD | +20.6% | +9.2% | +11.4% | +16.0% |
| 1Y | +57.6% | +5.5% | +52.1% | +53.0% |
| 3Y | +50.6% | +70.3% | -19.8% | +18.5% |
| 5Y | +41.8% | +106.0% | -64.2% | -4.4% |
| All | +41.8% | +101.5% | -59.7% | -4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling