+120.6%
VLO vs VALE
+3.0%
+117.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +4.1% | -9.9% | -5.5% |
| 7D | -6.0% | -0.3% | -5.6% | -5.9% |
| 30D | -12.9% | -19.2% | +6.3% | -13.9% |
| 3M | +18.3% | -20.7% | +39.1% | +16.9% |
| 6M | +46.4% | -25.8% | +72.2% | +44.6% |
| YTD | +127.7% | -9.8% | +137.5% | +113.3% |
| 1Y | +120.6% | +3.7% | +116.9% | +101.6% |
| All | +120.6% | +3.0% | +117.6% | +101.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling