+133.1%
VALE vs DT
+101.6%
+31.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.7% | -1.4% |
| 7D | -0.2% | -2.5% | +2.3% | +0.3% |
| 30D | +9.7% | +3.5% | +6.2% | +8.8% |
| 3M | +5.3% | +26.7% | -21.4% | -0.2% |
| 6M | +0.5% | +36.1% | -35.6% | -6.8% |
| YTD | +20.6% | +18.6% | +2.0% | +14.5% |
| 1Y | +57.6% | +7.9% | +49.7% | +52.4% |
| 3Y | +50.6% | +8.6% | +42.0% | +42.3% |
| 5Y | +41.8% | -26.7% | +68.5% | +41.5% |
| All | +133.1% | +101.6% | +31.5% | +58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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