+75.0%
VTI vs VALE
+40.3%
+34.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -0.9% | -0.3% | -0.6% | -0.9% |
| 30D | -1.4% | +8.6% | -10.1% | -3.0% |
| 3M | +3.6% | +2.0% | +1.6% | +3.0% |
| 6M | +13.6% | +2.1% | +11.5% | +12.8% |
| YTD | +12.9% | +20.2% | -7.3% | +8.4% |
| 1Y | +17.2% | +55.2% | -37.9% | +7.2% |
| 3Y | +75.7% | +45.9% | +29.8% | +59.9% |
| All | +75.0% | +40.3% | +34.7% | +63.7% |
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