+40.5%
W vs VALE
+53.3%
-12.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | -0.8% |
| 7D | +6.5% | +2.9% | +3.6% | +4.1% |
| 30D | -6.2% | +8.8% | -15.0% | -12.2% |
| 3M | +48.9% | +6.8% | +42.1% | +40.9% |
| 6M | +31.2% | +6.9% | +24.3% | +23.0% |
| YTD | -0.4% | +22.8% | -23.3% | -19.6% |
| 1Y | +14.8% | +61.3% | -46.4% | -27.8% |
| 3Y | +40.5% | +53.3% | -12.8% | -12.2% |
| All | +40.5% | +53.3% | -12.8% | -12.2% |
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