+65.5%
VZ vs VALE
+223.9%
-158.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.5% | +0.5% |
| 7D | +2.2% | +5.6% | -3.3% | +1.8% |
| 30D | +10.6% | -12.1% | +22.7% | +11.8% |
| 3M | -0.6% | -16.3% | +15.7% | +0.8% |
| 6M | +0.7% | -26.0% | +26.7% | +3.2% |
| YTD | +20.6% | -5.5% | +26.1% | +20.3% |
| 1Y | +22.7% | +6.7% | +16.0% | +20.9% |
| 3Y | +57.2% | +10.2% | +47.1% | +53.4% |
| 5Y | +21.4% | +49.7% | -28.4% | +13.3% |
| 10Y | +65.5% | +222.3% | -156.8% | +39.7% |
| All | +65.5% | +223.9% | -158.4% | +39.7% |
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