+160.3%
W vs VALE
+5.0%
+155.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.3% | -0.5% | -1.6% |
| 7D | +1.1% | +5.5% | -4.4% | -2.2% |
| 30D | +6.4% | -15.0% | +21.4% | +18.0% |
| 3M | +9.0% | -20.0% | +29.0% | +24.8% |
| 6M | +69.8% | -28.4% | +98.2% | +109.4% |
| YTD | +12.1% | -8.6% | +20.7% | +9.8% |
| 1Y | 0.0% | +2.0% | -1.9% | -11.6% |
| 3Y | +160.3% | +4.1% | +156.3% | +121.9% |
| All | +160.3% | +5.0% | +155.3% | +121.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling