+1,005.7%
VALE vs VO
+827.2%
+178.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | 0.0% |
| 7D | +1.6% | -0.3% | +1.9% | +1.9% |
| 30D | +5.1% | -0.3% | +5.5% | +5.4% |
| 3M | -0.4% | +2.9% | -3.4% | -4.5% |
| 6M | -2.2% | +9.3% | -11.6% | -13.5% |
| YTD | +20.5% | +14.2% | +6.3% | +0.3% |
| 1Y | +61.2% | +15.3% | +45.9% | +32.0% |
| 3Y | +43.1% | +56.2% | -13.1% | -25.8% |
| 5Y | +34.0% | +42.4% | -8.5% | -25.6% |
| 10Y | +469.7% | +194.7% | +274.9% | +3.1% |
| All | +1,005.7% | +827.2% | +178.5% | -54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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