+137.9%
VGT vs VALE
+40.3%
+97.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | -0.2% | -0.3% | +0.1% | -0.1% |
| 30D | -0.4% | +8.6% | -9.1% | -2.3% |
| 3M | +4.4% | +2.0% | +2.4% | +3.8% |
| 6M | +32.1% | +2.1% | +29.9% | +31.1% |
| YTD | +28.8% | +20.2% | +8.6% | +23.2% |
| 1Y | +35.3% | +55.2% | -19.8% | +22.7% |
| 3Y | +124.8% | +45.9% | +78.9% | +102.5% |
| All | +137.9% | +40.3% | +97.6% | +126.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling