+70.2%
VALE vs ROIV
+298.2%
-228.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.8% |
| 7D | -1.8% | +22.3% | -24.2% | -3.2% |
| 30D | +6.7% | +16.9% | -10.2% | +5.4% |
| 3M | +4.9% | +43.9% | -39.0% | +2.2% |
| 6M | +3.6% | +41.6% | -38.0% | +1.0% |
| YTD | +21.9% | +92.7% | -70.8% | +16.5% |
| 1Y | +61.6% | +210.2% | -148.6% | +50.3% |
| 3Y | +52.1% | +231.8% | -179.7% | +39.7% |
| 5Y | +43.2% | +319.8% | -276.6% | +22.9% |
| All | +70.2% | +298.2% | -228.0% | +43.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling