+244.8%
VALE vs VYM
+484.2%
-239.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.2% |
| 7D | -0.2% | -1.9% | +1.7% | +2.7% |
| 30D | +9.7% | -2.6% | +12.3% | +14.2% |
| 3M | +5.3% | +3.6% | +1.7% | -0.3% |
| 6M | +0.5% | +8.7% | -8.1% | -11.2% |
| YTD | +20.6% | +14.1% | +6.5% | -1.1% |
| 1Y | +57.6% | +17.8% | +39.8% | +22.9% |
| 3Y | +50.6% | +64.5% | -14.0% | -31.3% |
| 5Y | +41.8% | +77.5% | -35.7% | -44.0% |
| 10Y | +515.1% | +206.1% | +308.9% | -0.5% |
| All | +244.8% | +484.2% | -239.4% | -74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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