+41.8%
VALE vs RNG
-70.1%
+112.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -1.0% |
| 7D | -0.2% | -9.6% | +9.4% | +0.5% |
| 30D | +9.7% | +8.8% | +0.9% | +9.0% |
| 3M | +5.3% | +78.6% | -73.4% | +0.1% |
| 6M | +0.5% | +70.3% | -69.7% | -4.5% |
| YTD | +20.6% | +140.3% | -119.7% | +10.0% |
| 1Y | +57.6% | +126.6% | -69.0% | +44.2% |
| 3Y | +50.6% | +120.2% | -69.7% | +35.3% |
| 5Y | +41.8% | -68.3% | +110.2% | +32.9% |
| All | +41.8% | -70.1% | +112.0% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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