+123.4%
VRT vs VALE
+60.7%
+62.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.3% | +4.6% | +4.5% |
| 7D | +9.1% | +1.6% | +7.5% | +7.7% |
| 30D | +0.9% | +5.1% | -4.2% | -3.0% |
| 3M | -13.4% | -0.4% | -13.0% | -13.3% |
| 6M | +11.7% | -2.2% | +13.9% | +12.6% |
| YTD | +73.2% | +20.5% | +52.7% | +59.0% |
| 1Y | +123.4% | +61.2% | +62.2% | +64.7% |
| All | +123.4% | +60.7% | +62.7% | +64.7% |
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