+163.6%
W vs VALE
+210.4%
-46.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.6% |
| 7D | -4.2% | +1.6% | -5.8% | -4.7% |
| 30D | -7.6% | +5.1% | -12.7% | -9.2% |
| 3M | +37.2% | -0.4% | +37.6% | +37.1% |
| 6M | +26.3% | -2.2% | +28.5% | +26.9% |
| YTD | -1.0% | +20.5% | -21.5% | -7.6% |
| 1Y | +20.1% | +61.2% | -41.1% | +1.8% |
| 3Y | +37.8% | +43.1% | -5.3% | +22.1% |
| 5Y | -63.7% | +34.0% | -97.6% | -68.1% |
| 10Y | +156.3% | +469.7% | -313.3% | +62.3% |
| All | +163.6% | +210.4% | -46.8% | +52.3% |
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