+161.1%
VEA vs VALE
+526.3%
-365.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.1% |
| 7D | -1.5% | -0.3% | -1.2% | -1.4% |
| 30D | -0.8% | +8.6% | -9.5% | -2.9% |
| 3M | +2.5% | +2.0% | +0.5% | +1.8% |
| 6M | +11.1% | +2.1% | +9.0% | +10.3% |
| YTD | +17.2% | +20.2% | -3.0% | +11.5% |
| 1Y | +24.5% | +55.2% | -30.7% | +11.4% |
| 3Y | +75.4% | +45.9% | +29.5% | +57.1% |
| 5Y | +61.1% | +41.4% | +19.7% | +40.6% |
| All | +161.1% | +526.3% | -365.3% | +63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE 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 VALE 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