+3.7%
VALE vs RVTY
+74.0%
-70.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.5% | +6.6% | +4.5% |
| 7D | -0.3% | -3.6% | +3.2% | +0.2% |
| 30D | -19.2% | +1.4% | -20.6% | -19.6% |
| 3M | -20.7% | +43.2% | -63.9% | -27.2% |
| 6M | -25.8% | +84.5% | -110.3% | -37.1% |
| YTD | -9.8% | +65.2% | -75.0% | -22.9% |
| 1Y | +3.7% | +74.3% | -70.6% | -11.6% |
| All | +3.7% | +74.0% | -70.3% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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