+24.3%
W vs VALE
+3.0%
+21.3%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +4.1% | +6.9% | +9.6% |
| 7D | +8.4% | -0.3% | +8.7% | +8.4% |
| 30D | +16.5% | -19.2% | +35.7% | +24.7% |
| 3M | +6.4% | -20.7% | +27.2% | +13.9% |
| 6M | +90.5% | -25.8% | +116.3% | +108.1% |
| YTD | +23.1% | -9.8% | +32.8% | +26.8% |
| 1Y | +24.3% | +3.7% | +20.6% | +24.3% |
| All | +24.3% | +3.0% | +21.3% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE 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 VALE 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