+183.8%
VXUS vs VALE
+17.2%
+166.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +1.0% | +1.6% | -0.6% | +0.6% |
| 30D | +2.2% | +5.1% | -2.9% | +0.9% |
| 3M | +3.0% | -0.4% | +3.4% | +2.9% |
| 6M | +10.7% | -2.2% | +12.9% | +10.9% |
| YTD | +17.8% | +20.5% | -2.7% | +12.1% |
| 1Y | +27.6% | +61.2% | -33.6% | +13.1% |
| 3Y | +73.3% | +43.1% | +30.2% | +56.0% |
| 5Y | +54.3% | +34.0% | +20.4% | +36.5% |
| 10Y | +149.8% | +469.7% | -319.8% | +45.7% |
| All | +183.8% | +17.2% | +166.6% | +180.9% |
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