+491.2%
VALE vs VSH
+179.3%
+311.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.7% |
| 7D | -0.2% | +3.1% | -3.3% | -1.3% |
| 30D | +9.7% | -5.7% | +15.5% | +11.6% |
| 3M | +5.3% | -42.5% | +47.7% | +23.7% |
| 6M | +0.5% | +82.7% | -82.1% | -27.2% |
| YTD | +20.6% | +118.2% | -97.6% | -19.0% |
| 1Y | +57.6% | +109.7% | -52.1% | +6.3% |
| 3Y | +50.6% | +35.3% | +15.3% | +14.4% |
| 5Y | +41.8% | +65.6% | -23.7% | -7.2% |
| All | +491.2% | +179.3% | +311.9% | +139.7% |
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