-27.7%
VALE vs ROIV
+36.6%
-64.3%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.2% | -4.9% | +0.5% |
| 7D | +1.8% | +5.3% | -3.6% | +1.0% |
| 30D | -14.8% | +11.9% | -26.7% | -16.1% |
| 3M | -19.0% | +10.7% | -29.7% | -20.2% |
| 6M | -27.7% | +34.9% | -62.6% | -30.3% |
| All | -27.7% | +36.6% | -64.3% | -30.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling