+40.9%
VALE vs SHAK
-22.8%
+63.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.2% | -3.5% | -0.6% |
| 7D | -0.3% | -8.3% | +8.0% | +0.6% |
| 30D | +8.6% | -12.6% | +21.3% | +10.0% |
| 3M | +2.0% | +9.1% | -7.1% | +0.8% |
| 6M | +2.1% | -31.2% | +33.4% | +5.1% |
| YTD | +20.2% | -21.6% | +41.8% | +21.9% |
| 1Y | +55.2% | -38.8% | +93.9% | +60.9% |
| 3Y | +45.9% | +0.6% | +45.3% | +40.6% |
| All | +40.9% | -22.8% | +63.7% | +31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling