+489.2%
VALE vs TRU
+147.2%
+342.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.6% |
| 7D | -0.3% | -2.7% | +2.5% | +0.5% |
| 30D | +8.6% | -2.0% | +10.7% | +9.0% |
| 3M | +2.0% | +18.4% | -16.5% | -3.7% |
| 6M | +2.1% | +8.9% | -6.7% | -1.6% |
| YTD | +20.2% | -8.9% | +29.2% | +20.6% |
| 1Y | +55.2% | -15.9% | +71.0% | +58.5% |
| 3Y | +45.9% | -1.1% | +47.0% | +33.9% |
| 5Y | +41.4% | -35.2% | +76.6% | +52.3% |
| All | +489.2% | +147.2% | +342.1% | +340.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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