+25.5%
VZ vs VALE
+34.7%
-9.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | +0.1% | +1.6% | -1.5% | 0.0% |
| 30D | +7.9% | +5.1% | +2.8% | +7.5% |
| 3M | +13.6% | -0.4% | +14.1% | +13.6% |
| 6M | +1.1% | -2.2% | +3.3% | +1.1% |
| YTD | +29.3% | +20.5% | +8.8% | +26.7% |
| 1Y | +21.2% | +61.2% | -39.9% | +15.8% |
| 3Y | +75.9% | +43.1% | +32.8% | +68.3% |
| All | +25.5% | +34.7% | -9.2% | +18.2% |
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 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