+57.8%
VT vs VALE
+48.9%
+9.0%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.3% | -0.7% | +1.9% |
| 7D | +0.4% | +5.6% | -5.2% | -0.8% |
| 30D | -2.6% | -12.1% | +9.5% | 0.0% |
| 3M | -3.2% | -16.3% | +13.1% | +0.2% |
| 6M | +0.9% | -26.0% | +26.9% | +7.1% |
| YTD | +11.3% | -5.5% | +16.8% | +11.8% |
| 1Y | +14.0% | +6.7% | +7.3% | +11.5% |
| 3Y | +75.8% | +10.2% | +65.7% | +68.0% |
| 5Y | +57.8% | +49.7% | +8.1% | +42.2% |
| All | +57.8% | +48.9% | +9.0% | +42.2% |
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