+41.8%
VALE vs VEU
+53.0%
-11.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.2% | +0.4% |
| 7D | -0.2% | -1.9% | +1.7% | +2.0% |
| 30D | +9.7% | -0.7% | +10.5% | +10.6% |
| 3M | +5.3% | +4.9% | +0.4% | -0.6% |
| 6M | +0.5% | +9.8% | -9.3% | -10.1% |
| YTD | +20.6% | +15.3% | +5.3% | +2.4% |
| 1Y | +57.6% | +23.0% | +34.6% | +24.2% |
| 3Y | +50.6% | +73.5% | -22.9% | -19.0% |
| 5Y | +41.8% | +54.5% | -12.6% | -13.3% |
| All | +41.8% | +53.0% | -11.2% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 5y: compounded portfolio wealth divided by compounded VEU 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…
5y analysis · Full analysis span regression · 6 months rolling