+3.7%
VALE vs RVMD
+244.4%
-240.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.8% | +1.3% | +3.8% |
| 7D | -0.3% | +5.8% | -6.2% | -0.9% |
| 30D | -19.2% | -3.8% | -15.4% | -19.0% |
| 3M | -20.7% | +3.2% | -24.0% | -21.1% |
| 6M | -25.8% | +35.0% | -60.8% | -27.9% |
| YTD | -9.8% | +150.7% | -160.5% | -15.6% |
| 1Y | +3.7% | +241.0% | -237.3% | -5.9% |
| All | +3.7% | +244.4% | -240.7% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 1y: compounded portfolio wealth divided by compounded RVMD 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…
1y analysis · Full analysis span regression · 6 months rolling