+147.3%
VXUS vs VALE
+526.3%
-379.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -1.4% | -0.3% | -1.2% | -1.4% |
| 30D | -0.5% | +8.6% | -9.1% | -2.6% |
| 3M | +2.6% | +2.0% | +0.6% | +1.8% |
| 6M | +10.9% | +2.1% | +8.7% | +9.9% |
| YTD | +16.1% | +20.2% | -4.1% | +10.3% |
| 1Y | +22.3% | +55.2% | -32.9% | +8.8% |
| 3Y | +72.0% | +45.9% | +26.1% | +53.3% |
| 5Y | +54.1% | +41.4% | +12.8% | +33.8% |
| All | +147.3% | +526.3% | -379.1% | +50.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling