+489.2%
VALE vs RMBS
+566.4%
-77.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.8% |
| 7D | -0.3% | +1.8% | -2.0% | -0.7% |
| 30D | +8.6% | -13.9% | +22.5% | +12.4% |
| 3M | +2.0% | -39.8% | +41.8% | +13.8% |
| 6M | +2.1% | -6.0% | +8.1% | -1.8% |
| YTD | +20.2% | -5.4% | +25.6% | +13.2% |
| 1Y | +55.2% | -1.8% | +57.0% | +41.1% |
| 3Y | +45.9% | +53.7% | -7.8% | +2.5% |
| 5Y | +41.4% | +268.5% | -227.1% | -38.5% |
| All | +489.2% | +566.4% | -77.2% | +66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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