+631.1%
VRT vs VALE
+38.6%
+592.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.3% | +0.1% | -1.8% |
| 7D | -17.7% | +5.5% | -23.2% | -19.5% |
| 30D | -20.0% | -15.0% | -5.0% | -14.9% |
| 3M | -28.1% | -20.0% | -8.1% | -21.7% |
| 6M | -42.8% | -28.4% | -14.5% | -34.9% |
| YTD | +20.0% | -8.6% | +28.6% | +25.2% |
| 1Y | +3.5% | +2.0% | +1.5% | +3.5% |
| 3Y | +366.1% | +4.1% | +362.0% | +351.9% |
| All | +631.1% | +38.6% | +592.5% | +554.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling