+1,645.1%
VALE vs RVTY
+972.6%
+672.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.1% | +0.2% |
| 7D | -3.2% | -0.5% | -2.7% | -3.0% |
| 30D | -15.1% | +1.5% | -16.6% | -16.3% |
| 3M | -18.7% | +31.5% | -50.1% | -29.3% |
| 6M | -31.5% | +62.7% | -94.1% | -46.4% |
| YTD | -11.4% | +60.0% | -71.4% | -31.1% |
| 1Y | -1.9% | +65.7% | -67.6% | -25.1% |
| 3Y | +1.7% | +85.2% | -83.5% | -29.8% |
| 5Y | +35.4% | -14.9% | +50.3% | +28.0% |
| 10Y | +204.8% | +211.9% | -7.1% | +44.5% |
| All | +1,645.1% | +972.6% | +672.6% | +393.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling