+40.9%
VALE vs RSG
+89.9%
-49.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | +8.6% | +4.0% | +4.7% | +8.2% |
| 3M | +2.0% | +7.4% | -5.4% | +1.0% |
| 6M | +2.1% | +0.1% | +2.0% | +2.2% |
| YTD | +20.2% | +6.0% | +14.2% | +18.9% |
| 1Y | +55.2% | -3.0% | +58.1% | +56.2% |
| 3Y | +45.9% | +56.5% | -10.6% | +30.0% |
| All | +40.9% | +89.9% | -49.0% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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