+11.9%
VALE vs VCIT
+96.1%
-84.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.6% | -2.8% |
| 7D | +5.5% | +0.1% | +5.4% | +5.4% |
| 30D | -15.0% | +1.1% | -16.1% | -15.6% |
| 3M | -20.0% | -1.4% | -18.7% | -19.3% |
| 6M | -28.4% | -2.3% | -26.1% | -27.3% |
| YTD | -8.6% | -1.8% | -6.8% | -7.4% |
| 1Y | +2.0% | -1.0% | +3.0% | +2.9% |
| 3Y | +4.1% | +19.3% | -15.2% | -4.6% |
| 5Y | +46.4% | +3.8% | +42.6% | +41.9% |
| 10Y | +202.4% | +30.6% | +171.8% | +190.4% |
| All | +11.9% | +96.1% | -84.2% | +57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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