+2,486.9%
VRT vs VALE
+118.5%
+2,368.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.3% | +3.9% | +3.7% |
| 7D | -8.4% | -0.3% | -8.1% | -8.2% |
| 30D | -10.9% | +8.6% | -19.5% | -13.4% |
| 3M | -13.7% | +2.0% | -15.7% | -14.5% |
| 6M | -4.1% | +2.1% | -6.2% | -4.8% |
| YTD | +58.7% | +20.2% | +38.5% | +50.3% |
| 1Y | +89.6% | +55.2% | +34.5% | +66.2% |
| 3Y | +558.1% | +45.9% | +512.3% | +477.5% |
| 5Y | +953.0% | +41.4% | +911.6% | +806.9% |
| All | +2,486.9% | +118.5% | +2,368.3% | +1,562.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling