+140.9%
VALE vs RVMD
+636.2%
-495.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -0.9% | -0.8% |
| 7D | -1.8% | -0.7% | -1.1% | -1.8% |
| 30D | +6.7% | +0.3% | +6.3% | +6.6% |
| 3M | +4.9% | +38.9% | -34.0% | +1.3% |
| 6M | +3.6% | +108.1% | -104.5% | -4.7% |
| YTD | +21.9% | +160.7% | -138.9% | +8.9% |
| 1Y | +61.6% | +407.3% | -345.7% | +34.4% |
| 3Y | +52.1% | +546.6% | -494.4% | +19.8% |
| 5Y | +43.2% | +579.8% | -536.6% | +7.6% |
| All | +140.9% | +636.2% | -495.3% | +66.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling