+57.5%
VT vs VALE
+35.2%
+22.3%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | +2.4% | -3.2% | +5.5% | +3.0% |
| 30D | -1.5% | -15.1% | +13.6% | +1.9% |
| 3M | -4.1% | -18.7% | +14.6% | -0.1% |
| 6M | +0.6% | -31.5% | +32.0% | +8.5% |
| YTD | +11.0% | -11.4% | +22.5% | +13.0% |
| 1Y | +13.3% | -1.9% | +15.2% | +12.8% |
| 3Y | +73.4% | +1.7% | +71.7% | +68.3% |
| All | +57.5% | +35.2% | +22.3% | +43.7% |
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