+80.6%
VTV vs VALE
+40.3%
+40.4%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.1% | +0.8% |
| 7D | -1.1% | -0.3% | -0.8% | -1.1% |
| 30D | -1.0% | +8.6% | -9.7% | -2.4% |
| 3M | +4.6% | +2.0% | +2.7% | +4.2% |
| 6M | +13.5% | +2.1% | +11.4% | +12.7% |
| YTD | +18.5% | +20.2% | -1.7% | +14.3% |
| 1Y | +22.9% | +55.2% | -32.3% | +13.7% |
| 3Y | +67.8% | +45.9% | +22.0% | +54.7% |
| All | +80.6% | +40.3% | +40.4% | +67.1% |
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