+20.2%
VZ vs VALE
+49.7%
-29.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.2% | -1.0% |
| 7D | +2.1% | +1.8% | +0.4% | +2.0% |
| 30D | +1.4% | -14.8% | +16.2% | +2.4% |
| 3M | -1.3% | -19.0% | +17.8% | 0.0% |
| 6M | -0.5% | -27.7% | +27.2% | +1.5% |
| YTD | +19.6% | -8.5% | +28.2% | +19.2% |
| 1Y | +22.4% | +2.6% | +19.7% | +20.6% |
| 3Y | +55.9% | +4.0% | +51.8% | +52.3% |
| All | +20.2% | +49.7% | -29.5% | +12.9% |
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 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