+53.3%
VALE vs RVTY
+16.6%
+36.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.3% | +2.5% |
| 7D | +2.9% | +0.4% | +2.5% | +2.8% |
| 30D | +8.8% | +10.8% | -2.0% | +5.8% |
| 3M | +6.8% | +26.8% | -20.0% | -0.2% |
| 6M | +6.9% | +39.3% | -32.4% | -3.1% |
| YTD | +22.8% | +31.6% | -8.8% | +12.5% |
| 1Y | +61.3% | +47.7% | +13.6% | +42.5% |
| 3Y | +53.3% | +19.9% | +33.4% | +46.3% |
| All | +53.3% | +16.6% | +36.7% | +46.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling