+12.1%
VALE vs S
-56.8%
+68.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.3% |
| 7D | +1.6% | -7.7% | +9.3% | +2.1% |
| 30D | +5.1% | -5.3% | +10.5% | +5.3% |
| 3M | -0.4% | +20.3% | -20.7% | -2.1% |
| 6M | -2.2% | +47.4% | -49.6% | -5.6% |
| YTD | +20.5% | +32.5% | -12.0% | +17.1% |
| 1Y | +61.2% | +9.5% | +51.6% | +58.7% |
| 3Y | +43.1% | +15.5% | +27.6% | +38.4% |
| 5Y | +34.0% | -71.2% | +105.2% | +35.9% |
| All | +12.1% | -56.8% | +68.8% | +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 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