+325.3%
VWO vs VALE
+476.2%
-150.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.3% |
| 7D | +0.2% | -1.8% | +2.0% | +0.9% |
| 30D | +0.9% | +6.7% | -5.8% | -1.9% |
| 3M | +4.3% | +4.9% | -0.6% | +1.9% |
| 6M | +10.5% | +3.6% | +7.0% | +8.2% |
| YTD | +13.4% | +21.9% | -8.5% | +3.3% |
| 1Y | +18.6% | +61.6% | -43.0% | -3.8% |
| 3Y | +65.8% | +52.1% | +13.7% | +34.7% |
| 5Y | +35.2% | +43.2% | -8.0% | +5.4% |
| 10Y | +116.6% | +521.5% | -404.9% | -26.1% |
| All | +325.3% | +476.2% | -150.9% | +6.0% |
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 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