+15.6%
VALE vs VSXY
+37.5%
-21.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.1% | -3.4% | -0.6% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | +8.6% | -18.7% | +27.3% | +10.6% |
| 3M | +2.0% | -4.0% | +6.0% | +2.1% |
| 6M | +2.1% | +67.5% | -65.4% | -3.9% |
| YTD | +20.2% | +39.7% | -19.4% | +14.6% |
| 1Y | +55.2% | +180.0% | -124.8% | +37.8% |
| 3Y | +45.9% | +337.3% | -291.4% | +18.6% |
| 5Y | +41.4% | +22.7% | +18.7% | +26.2% |
| All | +15.6% | +37.5% | -21.9% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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