+489.2%
VALE vs RVTY
+145.6%
+343.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -1.4% |
| 7D | -0.3% | -4.5% | +4.3% | +1.4% |
| 30D | +8.6% | +5.5% | +3.2% | +6.3% |
| 3M | +2.0% | +22.5% | -20.5% | -6.2% |
| 6M | +2.1% | +38.9% | -36.8% | -11.1% |
| YTD | +20.2% | +28.7% | -8.5% | +7.0% |
| 1Y | +55.2% | +45.5% | +9.7% | +30.8% |
| 3Y | +45.9% | +16.4% | +29.5% | +28.9% |
| 5Y | +41.4% | -32.7% | +74.1% | +54.6% |
| All | +489.2% | +145.6% | +343.6% | +186.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling