+499.1%
VALE vs RUN
-31.9%
+531.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.2% | -0.2% |
| 7D | +1.6% | +1.3% | +0.3% | +1.4% |
| 30D | +5.1% | -15.3% | +20.4% | +7.1% |
| 3M | -0.4% | -40.0% | +39.6% | +5.6% |
| 6M | -2.2% | -27.0% | +24.7% | +0.6% |
| YTD | +20.5% | -51.7% | +72.2% | +28.5% |
| 1Y | +61.2% | -45.9% | +107.1% | +67.5% |
| 3Y | +43.1% | -43.8% | +86.9% | +27.5% |
| 5Y | +34.0% | -80.5% | +114.4% | +28.7% |
| 10Y | +469.7% | +45.3% | +424.4% | +214.3% |
| All | +499.1% | -31.9% | +531.1% | +240.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling