+6,124.5%
VLO vs VALE
+2,275.1%
+3,849.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +5.2% | +1.6% | +3.6% | +4.5% |
| 30D | +22.6% | +5.1% | +17.5% | +19.9% |
| 3M | +43.8% | -0.4% | +44.2% | +42.9% |
| 6M | +65.7% | -2.2% | +68.0% | +63.6% |
| YTD | +131.1% | +20.5% | +110.6% | +109.0% |
| 1Y | +143.6% | +61.2% | +82.5% | +95.7% |
| 3Y | +201.4% | +43.1% | +158.2% | +147.4% |
| 5Y | +568.9% | +34.0% | +534.9% | +440.1% |
| 10Y | +891.8% | +469.7% | +422.1% | +303.6% |
| All | +6,124.5% | +2,275.1% | +3,849.4% | +1,407.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling