+162.2%
W vs VALE
+493.0%
-330.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +0.9% | +0.5% |
| 7D | +5.9% | -1.8% | +7.7% | +6.7% |
| 30D | -3.0% | +6.7% | -9.7% | -6.0% |
| 3M | +40.3% | +4.9% | +35.5% | +36.9% |
| 6M | +32.2% | +3.6% | +28.6% | +29.5% |
| YTD | -0.3% | +21.9% | -22.2% | -10.1% |
| 1Y | +16.2% | +61.6% | -45.4% | -8.0% |
| 3Y | +40.7% | +52.1% | -11.4% | +15.3% |
| 5Y | -62.3% | +43.2% | -105.5% | -69.8% |
| 10Y | +162.2% | +521.5% | -359.3% | +28.1% |
| All | +162.2% | +493.0% | -330.7% | +28.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling