+43.2%
VALE vs RVTY
-34.2%
+77.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.8% | -0.1% |
| 7D | -1.8% | -5.4% | +3.6% | -0.4% |
| 30D | +6.7% | +6.7% | -0.1% | +4.8% |
| 3M | +4.9% | +19.0% | -14.1% | -0.1% |
| 6M | +3.6% | +34.6% | -31.1% | -4.9% |
| YTD | +21.9% | +28.3% | -6.4% | +12.8% |
| 1Y | +61.6% | +46.0% | +15.5% | +44.0% |
| 3Y | +52.1% | +16.9% | +35.3% | +40.8% |
| 5Y | +43.2% | -32.9% | +76.1% | +44.5% |
| All | +43.2% | -34.2% | +77.4% | +44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling