+1,645.1%
VALE vs VSH
+105.8%
+1,539.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.7% | +1.1% |
| 7D | -3.2% | +14.3% | -17.5% | -8.7% |
| 30D | -15.1% | -7.9% | -7.2% | -14.6% |
| 3M | -18.7% | -19.9% | +1.2% | -14.7% |
| 6M | -31.5% | -30.5% | -0.9% | -28.3% |
| YTD | -11.4% | +85.7% | -97.1% | -40.2% |
| 1Y | -1.9% | +98.9% | -100.8% | -35.9% |
| 3Y | +1.7% | +32.1% | -30.4% | -27.7% |
| 5Y | +35.4% | +39.7% | -4.2% | -9.9% |
| 10Y | +204.8% | +117.6% | +87.2% | +55.9% |
| All | +1,645.1% | +105.8% | +1,539.3% | +453.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling