+494.6%
VRTX vs VALE
+200.9%
+293.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -0.4% | +1.3% | -1.7% | -0.6% |
| 30D | +7.9% | -14.3% | +22.2% | +10.5% |
| 3M | +3.3% | -16.8% | +20.1% | +6.2% |
| 6M | +25.7% | -30.2% | +55.9% | +32.7% |
| YTD | +20.7% | -8.6% | +29.3% | +21.6% |
| 1Y | +27.4% | +1.6% | +25.8% | +26.2% |
| 3Y | +46.4% | +4.1% | +42.3% | +42.8% |
| 5Y | +194.3% | +38.7% | +155.6% | +165.0% |
| 10Y | +494.6% | +214.6% | +280.0% | +356.1% |
| All | +494.6% | +200.9% | +293.7% | +356.1% |
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