+438.2%
VALE vs TRU
+228.6%
+209.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.8% | +4.7% | +2.8% |
| 7D | +2.9% | -7.2% | +10.1% | +5.2% |
| 30D | +8.8% | -2.8% | +11.6% | +9.5% |
| 3M | +6.8% | +13.0% | -6.3% | +1.4% |
| 6M | +6.9% | +0.7% | +6.2% | +5.0% |
| YTD | +22.8% | -9.0% | +31.8% | +23.1% |
| 1Y | +61.3% | -16.3% | +77.6% | +65.2% |
| 3Y | +53.3% | -1.1% | +54.4% | +38.1% |
| 5Y | +44.9% | -36.0% | +80.9% | +56.4% |
| 10Y | +486.8% | +139.9% | +346.9% | +174.5% |
| All | +438.2% | +228.6% | +209.6% | +103.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling