+761.6%
VALE vs VNQ
+382.8%
+378.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -0.4% |
| 7D | -0.2% | -2.6% | +2.4% | +1.8% |
| 30D | +9.7% | -2.3% | +12.1% | +11.6% |
| 3M | +5.3% | -2.8% | +8.1% | +7.1% |
| 6M | +0.5% | +2.5% | -2.0% | -1.5% |
| YTD | +20.6% | +8.4% | +12.2% | +13.2% |
| 1Y | +57.6% | +6.8% | +50.8% | +49.4% |
| 3Y | +50.6% | +29.9% | +20.6% | +22.0% |
| 5Y | +41.8% | +7.2% | +34.6% | +29.9% |
| 10Y | +515.1% | +62.5% | +452.6% | +302.7% |
| All | +761.6% | +382.8% | +378.9% | +154.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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