+3.7%
VALE vs ROIV
+97.8%
-94.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +6.1% | -2.0% | +3.2% |
| 7D | -0.3% | +3.0% | -3.4% | -0.8% |
| 30D | -19.2% | +6.8% | -26.1% | -20.1% |
| 3M | -20.7% | +10.5% | -31.3% | -22.2% |
| 6M | -25.8% | +34.8% | -60.6% | -29.8% |
| YTD | -9.8% | +76.2% | -86.0% | -16.5% |
| 1Y | +3.7% | +92.4% | -88.7% | -7.0% |
| All | +3.7% | +97.8% | -94.2% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 1y: compounded portfolio wealth divided by compounded ROIV 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…
1y analysis · Full analysis span regression · 6 months rolling