+1,187.3%
VUG vs VALE
+707.5%
+479.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | +2.5% | -3.2% | +5.7% | +3.3% |
| 30D | -6.3% | -15.1% | +8.8% | -2.8% |
| 3M | -6.0% | -18.7% | +12.7% | -1.7% |
| 6M | -3.5% | -31.5% | +27.9% | +4.8% |
| YTD | +3.9% | -11.4% | +15.4% | +5.7% |
| 1Y | +5.1% | -1.9% | +7.0% | +4.3% |
| 3Y | +77.9% | +1.7% | +76.2% | +72.7% |
| 5Y | +62.4% | +35.4% | +27.0% | +42.4% |
| 10Y | +399.4% | +204.8% | +194.6% | +230.4% |
| All | +1,187.3% | +707.5% | +479.8% | +524.8% |
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