+449.8%
VLO vs VALE
+38.6%
+411.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | -0.4% | +1.3% | -1.8% | -0.8% |
| 30D | -16.6% | -14.3% | -2.2% | -13.0% |
| 3M | +12.3% | -16.8% | +29.1% | +17.8% |
| 6M | +47.8% | -30.2% | +78.1% | +62.8% |
| YTD | +126.7% | -8.6% | +135.3% | +124.1% |
| 1Y | +105.4% | +1.6% | +103.7% | +95.0% |
| 3Y | +222.0% | +4.1% | +217.9% | +196.8% |
| 5Y | +449.8% | +38.7% | +411.2% | +326.0% |
| All | +449.8% | +38.6% | +411.3% | +326.0% |
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