+40.9%
VALE vs RVMD
+576.1%
-535.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -0.3% | -3.0% | +2.7% | 0.0% |
| 30D | +8.6% | -0.7% | +9.4% | +8.7% |
| 3M | +2.0% | +36.5% | -34.6% | -0.9% |
| 6M | +2.1% | +104.6% | -102.5% | -4.9% |
| YTD | +20.2% | +155.8% | -135.6% | +9.4% |
| 1Y | +55.2% | +340.7% | -285.5% | +34.4% |
| 3Y | +45.9% | +519.9% | -474.0% | +19.8% |
| All | +40.9% | +576.1% | -535.2% | +9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling