+45.9%
VALE vs VIVK
-100.0%
+145.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.4% | +7.1% | -0.4% |
| 7D | -0.3% | -4.4% | +4.1% | -0.3% |
| 30D | +8.6% | -40.8% | +49.4% | +8.3% |
| 3M | +2.0% | -94.1% | +96.1% | +0.7% |
| 6M | +2.1% | -98.2% | +100.3% | +0.7% |
| YTD | +20.2% | -98.0% | +118.2% | +19.1% |
| 1Y | +55.2% | -100.0% | +155.1% | +50.3% |
| 3Y | +45.9% | -100.0% | +145.9% | +36.1% |
| All | +45.9% | -100.0% | +145.9% | +36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 3y: compounded portfolio wealth divided by compounded VIVK 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…
3y analysis · Full analysis span regression · 6 months rolling