+181.2%
VRTX vs VALE
+44.4%
+136.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.9% | -5.1% | -3.4% |
| 7D | -3.4% | +2.9% | -6.3% | -3.7% |
| 30D | +6.6% | +8.8% | -2.2% | +5.6% |
| 3M | +19.4% | +6.8% | +12.6% | +18.4% |
| 6M | +15.8% | +6.9% | +8.9% | +14.8% |
| YTD | +16.7% | +22.8% | -6.2% | +14.0% |
| 1Y | +33.8% | +61.3% | -27.4% | +27.5% |
| 3Y | +54.2% | +53.3% | +0.9% | +46.1% |
| All | +181.2% | +44.4% | +136.8% | +176.9% |
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