+614.6%
VLO vs VALE
+43.3%
+571.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.8% |
| 7D | +6.2% | -1.8% | +8.1% | +6.8% |
| 30D | +23.5% | +6.7% | +16.8% | +21.0% |
| 3M | +53.9% | +4.9% | +49.0% | +51.0% |
| 6M | +81.7% | +3.6% | +78.1% | +76.9% |
| YTD | +142.5% | +21.9% | +120.6% | +121.7% |
| 1Y | +145.4% | +61.6% | +83.9% | +102.6% |
| 3Y | +197.3% | +52.1% | +145.2% | +144.8% |
| 5Y | +614.6% | +43.2% | +571.4% | +500.0% |
| All | +614.6% | +43.3% | +571.3% | +500.0% |
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