+349.1%
VT vs VALE
-7.5%
+356.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.1% |
| 7D | -2.3% | +1.8% | -4.1% | -2.8% |
| 30D | -5.0% | -14.8% | +9.9% | -0.8% |
| 3M | -4.9% | -19.0% | +14.1% | +0.4% |
| 6M | -1.5% | -27.7% | +26.2% | +7.0% |
| YTD | +8.5% | -8.5% | +17.0% | +9.8% |
| 1Y | +11.4% | +2.6% | +8.7% | +9.1% |
| 3Y | +70.1% | +4.0% | +66.0% | +63.4% |
| 5Y | +53.7% | +51.2% | +2.5% | +27.3% |
| 10Y | +220.0% | +263.0% | -43.1% | +82.6% |
| All | +349.1% | -7.5% | +356.5% | +162.6% |
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