+53.3%
VALE vs ROIV
+253.6%
-200.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +18.8% | -16.9% | -0.7% |
| 7D | +2.9% | +20.2% | -17.3% | +0.2% |
| 30D | +8.8% | +14.1% | -5.3% | +6.6% |
| 3M | +6.8% | +45.6% | -38.8% | +0.9% |
| 6M | +6.9% | +44.1% | -37.2% | +0.9% |
| YTD | +22.8% | +91.2% | -68.3% | +11.6% |
| 1Y | +61.3% | +221.3% | -160.0% | +36.6% |
| 3Y | +53.3% | +229.2% | -175.9% | +23.9% |
| All | +53.3% | +253.6% | -200.3% | +23.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling