+48.1%
VXUS vs VALE
+38.6%
+9.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -0.5% | +1.3% | -1.8% | -0.9% |
| 30D | -1.2% | -14.3% | +13.2% | +2.7% |
| 3M | -3.8% | -16.8% | +13.0% | +0.6% |
| 6M | -1.7% | -30.2% | +28.6% | +7.4% |
| YTD | +11.4% | -8.6% | +20.0% | +13.4% |
| 1Y | +13.3% | +1.6% | +11.7% | +12.3% |
| 3Y | +70.0% | +4.1% | +65.9% | +64.4% |
| 5Y | +48.1% | +38.7% | +9.4% | +33.6% |
| All | +48.1% | +38.6% | +9.5% | +33.6% |
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