-12.2%
VALE vs S
-48.9%
+36.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +8.0% | -4.8% | +2.8% |
| 7D | +5.6% | +1.6% | +4.0% | +5.4% |
| 30D | -12.1% | -10.5% | -1.6% | -11.6% |
| 3M | -16.3% | +9.9% | -26.2% | -17.2% |
| 6M | -26.0% | +41.8% | -67.7% | -28.3% |
| YTD | -5.5% | +56.8% | -62.3% | -9.5% |
| 1Y | +6.7% | +39.0% | -32.3% | +3.1% |
| 3Y | +10.2% | +53.8% | -43.7% | +4.3% |
| 5Y | +49.7% | -68.6% | +118.3% | +50.6% |
| All | -12.2% | -48.9% | +36.7% | -13.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling