+2,263.1%
VGT vs VALE
+1,019.8%
+1,243.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.7% |
| 7D | +1.8% | +2.9% | -1.1% | +1.1% |
| 30D | -0.3% | +8.8% | -9.1% | -2.5% |
| 3M | +3.4% | +6.8% | -3.4% | +1.5% |
| 6M | +35.0% | +6.9% | +28.1% | +32.3% |
| YTD | +28.8% | +22.8% | +5.9% | +21.5% |
| 1Y | +38.0% | +61.3% | -23.3% | +21.6% |
| 3Y | +125.8% | +53.3% | +72.5% | +98.7% |
| 5Y | +134.7% | +44.9% | +89.9% | +101.5% |
| 10Y | +792.6% | +486.8% | +305.8% | +396.8% |
| All | +2,263.1% | +1,019.8% | +1,243.3% | +880.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling