+87.9%
VUG vs VALE
+53.3%
+34.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.8% |
| 7D | +0.9% | +2.9% | -2.1% | +0.1% |
| 30D | -1.4% | +8.8% | -10.2% | -3.5% |
| 3M | +2.3% | +6.8% | -4.4% | +0.5% |
| 6M | +15.7% | +6.9% | +8.8% | +13.4% |
| YTD | +8.6% | +22.8% | -14.2% | +2.2% |
| 1Y | +14.1% | +61.3% | -47.2% | -0.3% |
| 3Y | +87.9% | +53.3% | +34.6% | +60.0% |
| All | +87.9% | +53.3% | +34.6% | +60.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling