+3.7%
VALE vs SHAK
-21.2%
+24.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.8% | +0.3% | +3.8% |
| 7D | -0.3% | +8.3% | -8.7% | -1.0% |
| 30D | -19.2% | +16.7% | -35.9% | -20.4% |
| 3M | -20.7% | +10.0% | -30.7% | -21.6% |
| 6M | -25.8% | -23.8% | -2.0% | -23.0% |
| YTD | -9.8% | -10.3% | +0.5% | -9.7% |
| 1Y | +3.7% | -22.9% | +26.6% | +7.7% |
| All | +3.7% | -21.2% | +24.9% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 1y: compounded portfolio wealth divided by compounded SHAK 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…
1y analysis · Full analysis span regression · 6 months rolling