-31.5%
VALE vs VSAT
-5.8%
-25.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.4% | -0.2% |
| 7D | -3.2% | +5.9% | -9.1% | -3.6% |
| 30D | -15.1% | +9.7% | -24.8% | -16.3% |
| 3M | -18.7% | -18.3% | -0.4% | -18.0% |
| 6M | -31.5% | -4.1% | -27.4% | -32.0% |
| All | -31.5% | -5.8% | -25.7% | -32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 6mo: compounded portfolio wealth divided by compounded VSAT 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…
6mo analysis · Full analysis span regression · 6 months rolling