+37.8%
VALE vs RUN
-85.3%
+123.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.6% |
| 7D | -3.2% | -13.5% | +10.3% | -2.0% |
| 30D | -15.1% | +18.3% | -33.4% | -16.6% |
| 3M | -18.7% | -12.5% | -6.2% | -18.1% |
| 6M | -31.5% | -40.3% | +8.8% | -29.0% |
| YTD | -11.4% | -53.1% | +41.7% | -7.6% |
| 1Y | -1.9% | -54.3% | +52.4% | +2.4% |
| 3Y | +1.7% | -6.5% | +8.2% | -9.5% |
| All | +37.8% | -85.3% | +123.1% | +49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling