+2,320.2%
VALE vs VSAT
+478.9%
+1,841.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.2% | -1.3% | +1.2% |
| 7D | +2.9% | +17.3% | -14.4% | -0.8% |
| 30D | +8.8% | -3.3% | +12.1% | +9.3% |
| 3M | +6.8% | +18.7% | -12.0% | +0.1% |
| 6M | +6.9% | +77.6% | -70.6% | -10.2% |
| YTD | +22.8% | +125.6% | -102.8% | -3.8% |
| 1Y | +61.3% | +158.3% | -97.1% | +20.0% |
| 3Y | +53.3% | +226.1% | -172.8% | -11.7% |
| 5Y | +44.9% | +54.7% | -9.8% | -7.7% |
| 10Y | +486.8% | +3.5% | +483.3% | +287.0% |
| All | +2,320.2% | +478.9% | +1,841.2% | +906.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling