+2,275.1%
VALE vs RVTY
+804.3%
+1,470.8%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | +0.1% | -0.1% |
| 7D | +1.6% | +1.1% | +0.5% | +1.1% |
| 30D | +5.1% | +13.2% | -8.1% | -0.7% |
| 3M | -0.4% | +27.2% | -27.7% | -11.4% |
| 6M | -2.2% | +32.4% | -34.6% | -15.2% |
| YTD | +20.5% | +34.9% | -14.3% | +2.8% |
| 1Y | +61.2% | +52.4% | +8.8% | +28.9% |
| 3Y | +43.1% | +12.3% | +30.9% | +25.4% |
| 5Y | +34.0% | -30.8% | +64.8% | +41.3% |
| 10Y | +469.7% | +150.7% | +319.0% | +203.0% |
| All | +2,275.1% | +804.3% | +1,470.8% | +636.9% |
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