+43.3%
VALE vs RUN
-80.9%
+124.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.6% | +3.8% | -0.4% |
| 7D | -1.8% | -1.8% | -0.1% | -1.7% |
| 30D | +6.7% | -10.8% | +17.5% | +7.6% |
| 3M | +4.9% | -30.2% | +35.0% | +7.8% |
| 6M | +3.6% | -22.3% | +25.9% | +5.1% |
| YTD | +21.9% | -52.2% | +74.1% | +27.5% |
| 1Y | +61.6% | -45.1% | +106.7% | +66.0% |
| 3Y | +52.1% | -37.1% | +89.2% | +39.8% |
| All | +43.3% | -80.9% | +124.2% | +43.4% |
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