+203.4%
W vs VALE
+135.4%
+67.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -7.4% | +1.3% | -8.7% | -7.8% |
| 30D | +7.8% | -14.3% | +22.2% | +13.2% |
| 3M | +10.9% | -16.8% | +27.7% | +17.2% |
| 6M | +86.4% | -30.2% | +116.7% | +108.7% |
| YTD | +14.0% | -8.6% | +22.6% | +16.0% |
| 1Y | +3.5% | +1.6% | +1.9% | +1.6% |
| 3Y | +164.8% | +4.1% | +160.7% | +158.6% |
| 5Y | -53.1% | +38.7% | -91.8% | -58.5% |
| 10Y | +220.4% | +214.6% | +5.8% | +129.8% |
| All | +203.4% | +135.4% | +67.9% | +91.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling