+204.8%
VALE vs VSH
+115.4%
+89.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.7% | +0.8% |
| 7D | -3.2% | +14.3% | -17.5% | -7.7% |
| 30D | -15.1% | -7.9% | -7.2% | -14.5% |
| 3M | -18.7% | -19.9% | +1.2% | -15.2% |
| 6M | -31.5% | -30.5% | -0.9% | -28.7% |
| YTD | -11.4% | +85.7% | -97.1% | -38.8% |
| 1Y | -1.9% | +98.9% | -100.8% | -34.2% |
| 3Y | +1.7% | +32.1% | -30.4% | -25.5% |
| 5Y | +35.4% | +39.7% | -4.2% | -8.2% |
| All | +204.8% | +115.4% | +89.4% | +48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 10y: compounded portfolio wealth divided by compounded VSH 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…
10y analysis · Full analysis span regression · 6 months rolling