+37.8%
VALE vs TECH
-41.0%
+78.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.5% | -0.5% |
| 7D | -3.2% | 0.0% | -3.2% | -3.2% |
| 30D | -15.1% | +0.4% | -15.5% | -15.1% |
| 3M | -18.7% | +1.0% | -19.7% | -18.8% |
| 6M | -31.5% | +62.7% | -94.1% | -38.1% |
| YTD | -11.4% | +24.3% | -35.8% | -16.3% |
| 1Y | -1.9% | +20.5% | -22.4% | -6.7% |
| 3Y | +1.7% | +29.3% | -27.6% | -7.9% |
| All | +37.8% | -41.0% | +78.9% | +48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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