+33.8%
VWO vs VALE
+40.3%
-6.5%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -1.8% | -0.3% | -1.5% | -1.7% |
| 30D | -0.1% | +8.6% | -8.7% | -2.5% |
| 3M | +2.2% | +2.0% | +0.3% | +1.4% |
| 6M | +8.8% | +2.1% | +6.6% | +7.7% |
| YTD | +12.4% | +20.2% | -7.8% | +6.1% |
| 1Y | +15.6% | +55.2% | -39.6% | +1.5% |
| 3Y | +62.5% | +45.9% | +16.6% | +42.7% |
| All | +33.8% | +40.3% | -6.5% | +18.8% |
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 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