+6,277.5%
VLO vs VALE
+1,645.1%
+4,632.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.5% |
| 7D | +9.6% | -3.2% | +12.8% | +11.0% |
| 30D | -17.4% | -15.1% | -2.3% | -12.3% |
| 3M | +10.8% | -18.7% | +29.5% | +19.1% |
| 6M | +56.9% | -31.5% | +88.4% | +79.0% |
| YTD | +136.8% | -11.4% | +148.2% | +140.0% |
| 1Y | +120.7% | -1.9% | +122.5% | +114.3% |
| 3Y | +231.9% | +1.7% | +230.2% | +210.9% |
| 5Y | +479.0% | +35.4% | +443.6% | +363.6% |
| 10Y | +792.2% | +204.8% | +587.4% | +365.0% |
| All | +6,277.5% | +1,645.1% | +4,632.3% | +1,631.1% |
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 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