+1,058.9%
VST vs VALE
+336.7%
+722.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.3% | +1.2% | -1.3% |
| 7D | -6.0% | +5.5% | -11.5% | -7.3% |
| 30D | -18.8% | -15.0% | -3.8% | -15.8% |
| 3M | -8.0% | -20.0% | +12.0% | -3.4% |
| 6M | -10.9% | -28.4% | +17.5% | -4.0% |
| YTD | -18.3% | -8.6% | -9.7% | -17.0% |
| 1Y | -29.9% | +2.0% | -31.9% | -30.5% |
| 3Y | +290.3% | +4.1% | +286.2% | +280.2% |
| 5Y | +635.3% | +46.4% | +588.9% | +538.5% |
| 10Y | +1,162.4% | +202.4% | +960.0% | +815.0% |
| All | +1,058.9% | +336.7% | +722.2% | +674.0% |
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