-20.9%
VST vs VALE
+60.7%
-81.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.8% | +3.6% |
| 7D | +8.9% | +1.6% | +7.3% | +8.2% |
| 30D | +6.2% | +5.1% | +1.1% | +4.0% |
| 3M | -2.7% | -0.4% | -2.3% | -2.8% |
| 6M | -8.4% | -2.2% | -6.1% | -8.7% |
| YTD | -7.2% | +20.5% | -27.7% | -16.5% |
| 1Y | -20.9% | +61.2% | -82.1% | -34.2% |
| All | -20.9% | +60.7% | -81.6% | -34.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling