+68.3%
VALE vs ROIV
+232.7%
-164.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.4% |
| 7D | +1.6% | +0.6% | +1.0% | +1.5% |
| 30D | +5.1% | +1.0% | +4.2% | +5.0% |
| 3M | -0.4% | +18.3% | -18.7% | -1.6% |
| 6M | -2.2% | +18.3% | -20.5% | -3.5% |
| YTD | +20.5% | +61.0% | -40.4% | +16.7% |
| 1Y | +61.2% | +177.9% | -116.7% | +51.2% |
| 3Y | +43.1% | +199.1% | -155.9% | +32.8% |
| 5Y | +34.0% | +250.7% | -216.7% | +16.5% |
| All | +68.3% | +232.7% | -164.3% | +44.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling