+1,645.1%
VALE vs VSAT
+404.2%
+1,240.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.4% | +0.6% |
| 7D | -3.2% | +5.9% | -9.1% | -4.7% |
| 30D | -15.1% | +9.7% | -24.8% | -18.0% |
| 3M | -18.7% | -18.3% | -0.4% | -16.5% |
| 6M | -31.5% | -4.1% | -27.4% | -34.1% |
| YTD | -11.4% | +96.5% | -108.0% | -29.6% |
| 1Y | -1.9% | +89.3% | -91.1% | -21.9% |
| 3Y | +1.7% | +270.1% | -268.4% | -44.3% |
| 5Y | +35.4% | +26.4% | +9.1% | -9.0% |
| 10Y | +204.8% | -16.5% | +221.4% | +109.6% |
| All | +1,645.1% | +404.2% | +1,240.9% | +636.0% |
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 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