+46.4%
VALE vs RUN
-38.5%
+84.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.9% |
| 7D | -0.2% | -3.4% | +3.2% | +0.1% |
| 30D | +9.7% | -14.0% | +23.7% | +11.1% |
| 3M | +5.3% | -27.5% | +32.7% | +7.8% |
| 6M | +0.5% | -29.0% | +29.5% | +2.8% |
| YTD | +20.6% | -53.1% | +73.7% | +26.2% |
| 1Y | +57.6% | -46.7% | +104.3% | +62.2% |
| All | +46.4% | -38.5% | +84.9% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 3y: compounded portfolio wealth divided by compounded RUN 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…
3y analysis · Full analysis span regression · 6 months rolling