+715.8%
VTV vs VALE
+1,011.2%
-295.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | -0.7% | -1.8% | +1.2% | -0.2% |
| 30D | -0.5% | +6.7% | -7.1% | -2.1% |
| 3M | +5.3% | +4.9% | +0.4% | +3.8% |
| 6M | +12.9% | +3.6% | +9.3% | +11.3% |
| YTD | +18.5% | +21.9% | -3.4% | +11.9% |
| 1Y | +25.3% | +61.6% | -36.3% | +10.4% |
| 3Y | +68.2% | +52.1% | +16.1% | +47.9% |
| 5Y | +80.6% | +43.2% | +37.5% | +55.0% |
| 10Y | +232.9% | +521.5% | -288.6% | +80.0% |
| All | +715.8% | +1,011.2% | -295.4% | +257.1% |
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 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