+2,275.1%
VALE vs TECH
+1,120.5%
+1,154.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.3% |
| 7D | +1.6% | +0.1% | +1.5% | +1.6% |
| 30D | +5.1% | +0.7% | +4.4% | +4.9% |
| 3M | -0.4% | +36.3% | -36.8% | -12.1% |
| 6M | -2.2% | +25.6% | -27.8% | -12.9% |
| YTD | +20.5% | +23.7% | -3.2% | +7.5% |
| 1Y | +61.2% | +37.6% | +23.5% | +36.4% |
| 3Y | +43.1% | -6.6% | +49.7% | +33.8% |
| 5Y | +34.0% | -42.2% | +76.2% | +46.8% |
| 10Y | +469.7% | +187.6% | +282.1% | +177.6% |
| All | +2,275.1% | +1,120.5% | +1,154.6% | +649.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling