+2,320.2%
VALE vs VTR
+1,833.9%
+486.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.1% |
| 7D | +2.9% | -2.4% | +5.3% | +4.0% |
| 30D | +8.8% | -3.7% | +12.5% | +10.6% |
| 3M | +6.8% | +13.5% | -6.8% | +0.4% |
| 6M | +6.9% | +7.2% | -0.3% | +2.7% |
| YTD | +22.8% | +17.6% | +5.3% | +13.0% |
| 1Y | +61.3% | +35.4% | +25.9% | +38.8% |
| 3Y | +53.3% | +132.8% | -79.5% | +1.5% |
| 5Y | +44.9% | +88.7% | -43.8% | +2.7% |
| 10Y | +486.8% | +87.6% | +399.1% | +249.0% |
| All | +2,320.2% | +1,833.9% | +486.2% | +481.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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