+43.2%
VALE vs VSH
+67.3%
-24.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.9% |
| 7D | -1.8% | +3.5% | -5.4% | -2.6% |
| 30D | +6.7% | -4.4% | +11.0% | +7.5% |
| 3M | +4.9% | -45.8% | +50.7% | +18.5% |
| 6M | +3.6% | +90.1% | -86.6% | -17.0% |
| YTD | +21.9% | +120.3% | -98.4% | -5.9% |
| 1Y | +61.6% | +112.2% | -50.7% | +25.0% |
| 3Y | +52.1% | +36.6% | +15.5% | +27.3% |
| 5Y | +43.2% | +67.0% | -23.8% | +10.1% |
| All | +43.2% | +67.3% | -24.1% | +10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling