+924.9%
VLO vs VALE
+526.3%
+398.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | +5.3% | -0.3% | +5.6% | +5.4% |
| 30D | +18.2% | +8.6% | +9.6% | +14.4% |
| 3M | +53.3% | +2.0% | +51.4% | +51.3% |
| 6M | +70.4% | +2.1% | +68.3% | +65.9% |
| YTD | +143.4% | +20.2% | +123.2% | +120.6% |
| 1Y | +153.0% | +55.2% | +97.8% | +106.6% |
| 3Y | +195.0% | +45.9% | +149.1% | +140.7% |
| 5Y | +618.8% | +41.4% | +577.4% | +467.9% |
| All | +924.9% | +526.3% | +398.5% | +399.1% |
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