+1,024.4%
VRT vs VALE
+41.9%
+982.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.9% | +1.8% | +2.9% |
| 7D | +13.6% | +2.9% | +10.7% | +12.2% |
| 30D | +6.8% | +8.8% | -2.0% | +2.9% |
| 3M | -3.2% | +6.8% | -10.0% | -6.0% |
| 6M | +20.3% | +6.9% | +13.4% | +17.2% |
| YTD | +79.6% | +22.8% | +56.8% | +67.3% |
| 1Y | +139.0% | +61.3% | +77.7% | +102.4% |
| 3Y | +644.6% | +53.3% | +591.3% | +526.7% |
| 5Y | +1,024.4% | +44.9% | +979.5% | +858.9% |
| All | +1,024.4% | +41.9% | +982.5% | +858.9% |
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 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