+432.5%
VRTX vs VALE
+535.0%
-102.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.3% |
| 7D | -6.4% | -1.8% | -4.6% | -6.1% |
| 30D | -0.5% | +6.7% | -7.2% | -1.6% |
| 3M | +16.9% | +4.9% | +12.0% | +15.8% |
| 6M | +13.1% | +3.6% | +9.5% | +12.0% |
| YTD | +14.9% | +21.9% | -6.9% | +10.7% |
| 1Y | +31.4% | +61.6% | -30.1% | +20.8% |
| 3Y | +51.9% | +52.1% | -0.2% | +39.2% |
| 5Y | +177.1% | +43.2% | +133.9% | +149.3% |
| All | +432.5% | +535.0% | -102.5% | +239.3% |
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