+37.8%
VALE vs RVTY
-15.1%
+52.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.1% | -0.1% |
| 7D | -3.2% | -0.5% | -2.7% | -3.1% |
| 30D | -15.1% | +1.5% | -16.6% | -15.7% |
| 3M | -18.7% | +31.5% | -50.1% | -24.6% |
| 6M | -31.5% | +62.7% | -94.1% | -40.1% |
| YTD | -11.4% | +60.0% | -71.4% | -22.9% |
| 1Y | -1.9% | +65.7% | -67.6% | -15.4% |
| 3Y | +1.7% | +85.2% | -83.5% | -15.9% |
| All | +37.8% | -15.1% | +52.9% | +30.1% |
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