+521.5%
VALE vs SPY
+312.5%
+209.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.3% |
| 7D | -1.8% | -0.4% | -1.5% | -1.5% |
| 30D | +6.7% | -1.4% | +8.0% | +8.2% |
| 3M | +4.9% | +3.7% | +1.2% | +0.7% |
| 6M | +3.6% | +13.0% | -9.4% | -9.1% |
| YTD | +21.9% | +12.4% | +9.5% | +7.6% |
| 1Y | +61.6% | +18.5% | +43.0% | +34.5% |
| 3Y | +52.1% | +77.6% | -25.5% | -21.0% |
| 5Y | +43.2% | +81.7% | -38.5% | -29.8% |
| 10Y | +521.5% | +319.7% | +201.9% | -25.3% |
| All | +521.5% | +312.5% | +209.0% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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