+192.7%
VLO vs VALE
+53.3%
+139.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.9% | +1.4% | +2.9% |
| 7D | +5.8% | +2.9% | +2.9% | +5.2% |
| 30D | +28.3% | +8.8% | +19.5% | +26.3% |
| 3M | +48.7% | +6.8% | +42.0% | +46.6% |
| 6M | +71.9% | +6.9% | +65.0% | +67.1% |
| YTD | +138.7% | +22.8% | +115.8% | +120.9% |
| 1Y | +148.5% | +61.3% | +87.2% | +110.5% |
| 3Y | +192.7% | +53.3% | +139.4% | +145.0% |
| All | +192.7% | +53.3% | +139.4% | +145.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling