+43.3%
VALE vs RMBS
+267.8%
-224.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.6% | -0.9% |
| 7D | -1.8% | +3.5% | -5.3% | -2.3% |
| 30D | +6.7% | -8.6% | +15.2% | +7.9% |
| 3M | +4.9% | -40.3% | +45.2% | +12.3% |
| 6M | +3.6% | -1.0% | +4.6% | +0.8% |
| YTD | +21.9% | -4.6% | +26.5% | +18.0% |
| 1Y | +61.6% | +17.6% | +44.0% | +48.7% |
| 3Y | +52.1% | +58.6% | -6.5% | +24.5% |
| All | +43.3% | +267.8% | -224.5% | -5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling