+303.5%
VZ vs VALE
+2,275.1%
-1,971.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | +0.1% | +1.6% | -1.5% | -0.2% |
| 30D | +7.9% | +5.1% | +2.8% | +7.0% |
| 3M | +13.6% | -0.4% | +14.1% | +13.5% |
| 6M | +1.1% | -2.2% | +3.3% | +1.0% |
| YTD | +29.3% | +20.5% | +8.8% | +24.8% |
| 1Y | +21.2% | +61.2% | -39.9% | +12.0% |
| 3Y | +75.9% | +43.1% | +32.8% | +63.6% |
| 5Y | +24.1% | +34.0% | -9.9% | +13.6% |
| 10Y | +62.4% | +469.7% | -407.3% | +8.7% |
| All | +303.5% | +2,275.1% | -1,971.6% | +53.2% |
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 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