+383.2%
VALE vs SHAK
+34.1%
+349.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.5% | +5.7% | +0.4% |
| 7D | -1.8% | -7.2% | +5.4% | -0.6% |
| 30D | +6.7% | -11.8% | +18.5% | +8.9% |
| 3M | +4.9% | +17.2% | -12.3% | +1.3% |
| 6M | +3.6% | -34.1% | +37.7% | +9.4% |
| YTD | +21.9% | -22.4% | +44.2% | +24.5% |
| 1Y | +61.6% | -35.9% | +97.5% | +70.2% |
| 3Y | +52.1% | -3.4% | +55.5% | +41.3% |
| 5Y | +43.2% | -25.4% | +68.6% | +33.2% |
| 10Y | +521.5% | +83.4% | +438.1% | +310.9% |
| All | +383.2% | +34.1% | +349.2% | +225.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling