+55.2%
VALE vs TRU
-13.7%
+68.8%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.3% |
| 7D | -0.3% | -2.7% | +2.5% | -0.3% |
| 30D | +8.6% | -2.0% | +10.7% | +8.6% |
| 3M | +2.0% | +18.4% | -16.5% | +2.1% |
| 6M | +2.1% | +8.9% | -6.7% | +1.9% |
| YTD | +20.2% | -8.9% | +29.2% | +18.6% |
| 1Y | +55.2% | -15.9% | +71.0% | +51.3% |
| All | +55.2% | -13.7% | +68.8% | +51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 1y: compounded portfolio wealth divided by compounded TRU 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…
1y analysis · Full analysis span regression · 6 months rolling