+2,276.6%
VALE vs SU
+1,176.7%
+1,099.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -0.2% | +1.7% | -1.9% | -1.2% |
| 30D | +9.7% | +9.6% | +0.1% | +3.3% |
| 3M | +5.3% | +11.7% | -6.5% | -3.0% |
| 6M | +0.5% | +21.9% | -21.4% | -13.9% |
| YTD | +20.6% | +58.6% | -38.0% | -12.6% |
| 1Y | +57.6% | +66.5% | -8.9% | +10.3% |
| 3Y | +50.6% | +121.4% | -70.9% | -16.4% |
| 5Y | +41.8% | +355.7% | -313.9% | -54.3% |
| 10Y | +515.1% | +264.2% | +250.9% | +92.2% |
| All | +2,276.6% | +1,176.7% | +1,099.9% | +474.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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