+2,320.2%
VALE vs RMBS
+1,008.3%
+1,311.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +1.6% |
| 7D | +2.9% | +3.0% | 0.0% | +2.3% |
| 30D | +8.8% | -14.4% | +23.2% | +11.9% |
| 3M | +6.8% | -42.8% | +49.6% | +17.5% |
| 6M | +6.9% | -1.4% | +8.3% | +3.5% |
| YTD | +22.8% | -5.4% | +28.3% | +18.5% |
| 1Y | +61.3% | +18.6% | +42.7% | +46.2% |
| 3Y | +53.3% | +57.3% | -4.0% | +23.5% |
| 5Y | +44.9% | +265.7% | -220.8% | -4.7% |
| 10Y | +486.8% | +546.0% | -59.2% | +239.5% |
| All | +2,320.2% | +1,008.3% | +1,311.9% | +888.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling