+31.9%
VALE vs ROIV
+287.3%
-255.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +4.6% | -1.3% | +3.0% |
| 7D | +5.6% | +13.3% | -7.8% | +4.7% |
| 30D | -12.1% | +14.8% | -26.9% | -13.0% |
| 3M | -16.3% | +11.9% | -28.2% | -17.1% |
| 6M | -26.0% | +42.4% | -68.4% | -27.9% |
| YTD | -5.5% | +87.4% | -92.9% | -9.6% |
| 1Y | +6.7% | +97.2% | -90.5% | +1.8% |
| 3Y | +10.2% | +375.7% | -365.5% | +0.2% |
| 5Y | +49.7% | +379.0% | -329.3% | +29.7% |
| All | +31.9% | +287.3% | -255.4% | +11.6% |
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