+43.6%
VALE vs ROIV
+378.2%
-334.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.2% | -4.9% | +0.8% |
| 7D | +1.8% | +5.3% | -3.6% | +1.4% |
| 30D | -14.8% | +11.9% | -26.7% | -15.6% |
| 3M | -19.0% | +10.7% | -29.7% | -19.8% |
| 6M | -27.7% | +34.9% | -62.6% | -29.5% |
| YTD | -8.5% | +79.2% | -87.7% | -12.5% |
| 1Y | +2.6% | +89.0% | -86.4% | -2.2% |
| 3Y | +4.0% | +337.3% | -333.3% | -5.6% |
| All | +43.6% | +378.2% | -334.7% | +23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling