+645.9%
VST vs VALE
+36.6%
+609.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.4% | +1.4% |
| 7D | +19.2% | -1.5% | +20.6% | +19.6% |
| 30D | -17.2% | -15.6% | -1.5% | -14.0% |
| 3M | -8.1% | -19.5% | +11.4% | -3.7% |
| 6M | -8.1% | -31.9% | +23.7% | -0.2% |
| YTD | -16.3% | -11.0% | -5.3% | -14.0% |
| 1Y | -24.1% | -2.1% | -22.0% | -23.5% |
| 3Y | +300.2% | +1.4% | +298.8% | +291.5% |
| 5Y | +645.9% | +36.2% | +609.7% | +571.5% |
| All | +645.9% | +36.6% | +609.3% | +571.5% |
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