+644.6%
VRT vs VALE
+53.3%
+591.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.9% | +1.8% | +2.8% |
| 7D | +13.6% | +2.9% | +10.7% | +11.9% |
| 30D | +6.8% | +8.8% | -2.0% | +2.0% |
| 3M | -3.2% | +6.8% | -10.0% | -6.7% |
| 6M | +20.3% | +6.9% | +13.4% | +16.5% |
| YTD | +79.6% | +22.8% | +56.8% | +65.9% |
| 1Y | +139.0% | +61.3% | +77.7% | +98.0% |
| 3Y | +644.6% | +53.3% | +591.3% | +480.7% |
| All | +644.6% | +53.3% | +591.3% | +480.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling