+76.0%
VUG vs VALE
+43.3%
+32.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.4% |
| 7D | +0.1% | -1.8% | +1.9% | +0.4% |
| 30D | -1.7% | +6.7% | -8.3% | -3.0% |
| 3M | +2.8% | +4.9% | -2.1% | +1.7% |
| 6M | +13.6% | +3.6% | +10.0% | +12.5% |
| YTD | +8.1% | +21.9% | -13.8% | +3.5% |
| 1Y | +13.1% | +61.6% | -48.5% | +2.6% |
| 3Y | +87.0% | +52.1% | +34.8% | +68.8% |
| 5Y | +76.0% | +43.2% | +32.8% | +67.0% |
| All | +76.0% | +43.3% | +32.7% | +67.0% |
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 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