+941.8%
VALE vs ITOT
+879.4%
+62.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.1% |
| 7D | -0.2% | -2.0% | +1.8% | +2.9% |
| 30D | +9.7% | -2.0% | +11.7% | +12.8% |
| 3M | +5.3% | +4.5% | +0.7% | -1.7% |
| 6M | +0.5% | +12.6% | -12.1% | -15.7% |
| YTD | +20.6% | +12.0% | +8.6% | +1.9% |
| 1Y | +57.6% | +17.3% | +40.3% | +24.1% |
| 3Y | +50.6% | +75.2% | -24.7% | -38.0% |
| 5Y | +41.8% | +74.0% | -32.2% | -45.2% |
| 10Y | +515.1% | +298.6% | +216.5% | -41.9% |
| All | +941.8% | +879.4% | +62.3% | -71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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