+49.1%
VALE vs S
+13.6%
+35.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.3% | +4.2% | +2.1% |
| 7D | +2.9% | -5.8% | +8.7% | +3.4% |
| 30D | +8.8% | -9.2% | +18.0% | +9.5% |
| 3M | +6.8% | +23.4% | -16.6% | +3.9% |
| 6M | +6.9% | +36.9% | -30.0% | +2.4% |
| YTD | +22.8% | +29.5% | -6.7% | +18.2% |
| 1Y | +61.3% | +5.4% | +55.8% | +58.9% |
| All | +49.1% | +13.6% | +35.5% | +38.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling