+50.1%
VALE vs VG
-49.4%
+99.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.7% | -5.0% | -3.3% |
| 7D | +5.5% | -7.7% | +13.2% | +5.5% |
| 30D | -15.0% | -8.8% | -6.2% | -15.0% |
| 3M | -20.0% | -15.6% | -4.4% | -20.0% |
| 6M | -28.4% | +5.2% | -33.6% | -28.3% |
| YTD | -8.6% | +76.9% | -85.5% | -12.2% |
| 1Y | +2.0% | +42.5% | -40.5% | -1.1% |
| All | +50.1% | -49.4% | +99.5% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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