+13.8%
VRT vs VALE
+3.0%
+10.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +4.1% | -17.0% | -14.9% |
| 7D | -15.4% | -0.3% | -15.0% | -15.5% |
| 30D | -19.0% | -19.2% | +0.3% | -7.8% |
| 3M | -23.8% | -20.7% | -3.1% | -12.8% |
| 6M | -37.9% | -25.8% | -12.1% | -25.2% |
| YTD | +27.0% | -9.8% | +36.7% | +42.4% |
| 1Y | +13.8% | +3.7% | +10.1% | +9.7% |
| All | +13.8% | +3.0% | +10.8% | +9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling