+1,645.1%
VALE vs TECH
+1,128.1%
+517.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | -3.2% | +0.1% | -3.3% | -3.2% |
| 30D | -15.1% | +0.5% | -15.6% | -15.2% |
| 3M | -18.7% | +1.1% | -19.8% | -19.0% |
| 6M | -31.5% | +62.8% | -94.3% | -43.6% |
| YTD | -11.4% | +24.5% | -35.9% | -21.2% |
| 1Y | -1.9% | +20.6% | -22.5% | -11.8% |
| 3Y | +1.7% | +29.5% | -27.8% | -16.8% |
| 5Y | +35.4% | -40.9% | +76.4% | +47.2% |
| 10Y | +204.8% | +189.5% | +15.3% | +48.4% |
| All | +1,645.1% | +1,128.1% | +517.1% | +449.2% |
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