+57.6%
VALE vs RVTY
+43.1%
+14.5%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.5% |
| 7D | -0.2% | -7.4% | +7.2% | +1.7% |
| 30D | +9.7% | +4.5% | +5.2% | +8.6% |
| 3M | +5.3% | +19.5% | -14.2% | +0.5% |
| 6M | +0.5% | +34.1% | -33.6% | -7.8% |
| YTD | +20.6% | +25.3% | -4.6% | +11.3% |
| 1Y | +57.6% | +47.0% | +10.6% | +40.4% |
| All | +57.6% | +43.1% | +14.5% | +40.4% |
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