+12.1%
VALE vs S
-56.9%
+69.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.2% |
| 7D | -0.2% | +0.1% | -0.2% | -0.2% |
| 30D | +9.7% | -11.8% | +21.5% | +10.5% |
| 3M | +5.3% | +33.9% | -28.7% | +2.7% |
| 6M | +0.5% | +40.1% | -39.5% | -2.5% |
| YTD | +20.6% | +32.1% | -11.5% | +17.2% |
| 1Y | +57.6% | +11.0% | +46.6% | +55.0% |
| 3Y | +50.6% | +16.9% | +33.6% | +45.5% |
| 5Y | +41.8% | -68.9% | +110.8% | +43.0% |
| All | +12.1% | -56.9% | +69.1% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling