+2,301.5%
VALE vs TROW
+991.2%
+1,310.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.8% | +0.1% |
| 7D | -1.8% | -1.5% | -0.3% | -1.0% |
| 30D | +6.7% | -5.3% | +12.0% | +10.1% |
| 3M | +4.9% | +2.9% | +1.9% | +2.4% |
| 6M | +3.6% | +22.2% | -18.6% | -8.8% |
| YTD | +21.9% | +8.1% | +13.8% | +14.7% |
| 1Y | +61.6% | +5.8% | +55.7% | +53.5% |
| 3Y | +52.1% | +14.0% | +38.1% | +33.6% |
| 5Y | +43.2% | -38.3% | +81.4% | +69.4% |
| 10Y | +521.5% | +131.7% | +389.9% | +201.0% |
| All | +2,301.5% | +991.2% | +1,310.3% | +523.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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