+1,831.1%
VRTX vs VALE
+2,275.1%
-444.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.9% | -2.1% |
| 7D | +0.8% | +1.6% | -0.8% | +0.4% |
| 30D | +12.6% | +5.1% | +7.5% | +11.3% |
| 3M | +23.6% | -0.4% | +24.0% | +23.5% |
| 6M | +14.3% | -2.2% | +16.5% | +14.3% |
| YTD | +20.5% | +20.5% | -0.1% | +14.5% |
| 1Y | +37.6% | +61.2% | -23.6% | +22.3% |
| 3Y | +55.5% | +43.1% | +12.4% | +39.4% |
| 5Y | +175.7% | +34.0% | +141.8% | +140.7% |
| 10Y | +474.2% | +469.7% | +4.5% | +213.0% |
| All | +1,831.1% | +2,275.1% | -444.0% | +286.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling