+489.2%
VALE vs DGX
+255.3%
+233.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.9% |
| 7D | -0.3% | -0.9% | +0.6% | 0.0% |
| 30D | +8.6% | -1.2% | +9.8% | +9.1% |
| 3M | +2.0% | +15.8% | -13.8% | -3.5% |
| 6M | +2.1% | +18.2% | -16.1% | -4.3% |
| YTD | +20.2% | +37.2% | -17.0% | +6.4% |
| 1Y | +55.2% | +30.4% | +24.8% | +39.4% |
| 3Y | +45.9% | +96.7% | -50.8% | +10.1% |
| 5Y | +41.4% | +67.2% | -25.8% | +11.6% |
| All | +489.2% | +255.3% | +233.9% | +208.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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