+1,199.2%
VUG vs VALE
+711.8%
+487.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.3% | +0.4% |
| 7D | +4.4% | -1.5% | +5.9% | +4.7% |
| 30D | -7.3% | -15.6% | +8.3% | -3.7% |
| 3M | -4.2% | -19.5% | +15.3% | +0.4% |
| 6M | -1.6% | -31.9% | +30.3% | +7.0% |
| YTD | +4.9% | -11.0% | +15.8% | +6.6% |
| 1Y | +3.8% | -2.1% | +5.9% | +3.1% |
| 3Y | +79.4% | +1.4% | +78.0% | +74.4% |
| 5Y | +63.9% | +36.2% | +27.8% | +43.5% |
| 10Y | +404.0% | +206.4% | +197.6% | +233.0% |
| All | +1,199.2% | +711.8% | +487.4% | +529.8% |
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