+818.4%
VOO vs VALE
+51.8%
+766.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | -0.4% | -1.8% | +1.5% | 0.0% |
| 30D | -1.4% | +6.7% | -8.0% | -2.7% |
| 3M | +3.7% | +4.9% | -1.2% | +2.6% |
| 6M | +13.0% | +3.6% | +9.4% | +11.8% |
| YTD | +12.4% | +21.9% | -9.4% | +7.5% |
| 1Y | +18.6% | +61.6% | -43.0% | +7.3% |
| 3Y | +78.1% | +52.1% | +25.9% | +61.0% |
| 5Y | +82.3% | +43.2% | +39.1% | +62.0% |
| 10Y | +322.5% | +521.5% | -199.0% | +172.1% |
| All | +818.4% | +51.8% | +766.6% | +695.8% |
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