+75.8%
VT vs VALE
+43.9%
+31.9%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.2% | 0.0% |
| 7D | +0.4% | +1.6% | -1.1% | 0.0% |
| 30D | +1.0% | +5.1% | -4.2% | -0.4% |
| 3M | +2.4% | -0.4% | +2.8% | +2.3% |
| 6M | +12.0% | -2.2% | +14.2% | +12.0% |
| YTD | +15.3% | +20.5% | -5.2% | +8.8% |
| 1Y | +22.6% | +61.2% | -38.6% | +6.7% |
| All | +75.8% | +43.9% | +31.9% | +53.0% |
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 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