+262.4%
VST vs VALE
+3.9%
+258.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +1.2% | +9.3% | +10.2% |
| 7D | -9.8% | +1.8% | -11.6% | -10.5% |
| 30D | -25.1% | -14.8% | -10.3% | -20.9% |
| 3M | -11.6% | -19.0% | +7.4% | -5.2% |
| 6M | -20.9% | -27.7% | +6.8% | -11.9% |
| YTD | -22.3% | -8.5% | -13.8% | -20.3% |
| 1Y | -32.0% | +2.6% | -34.6% | -32.8% |
| 3Y | +262.4% | +4.0% | +258.4% | +232.3% |
| All | +262.4% | +3.9% | +258.5% | +232.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling