+978.3%
VTI vs VALE
+2,301.5%
-1,323.2%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.2% | -0.4% |
| 7D | -0.4% | -1.8% | +1.5% | +0.1% |
| 30D | -1.6% | +6.7% | -8.2% | -3.2% |
| 3M | +3.6% | +4.9% | -1.3% | +2.1% |
| 6M | +13.0% | +3.6% | +9.4% | +11.5% |
| YTD | +12.7% | +21.9% | -9.2% | +6.5% |
| 1Y | +18.4% | +61.6% | -43.2% | +4.5% |
| 3Y | +76.4% | +52.1% | +24.3% | +55.6% |
| 5Y | +73.7% | +43.2% | +30.5% | +49.6% |
| 10Y | +302.5% | +521.5% | -219.0% | +120.7% |
| All | +978.3% | +2,301.5% | -1,323.2% | +278.0% |
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 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