+47.6%
VALE vs VCIT
+98.3%
-50.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.3% |
| 7D | +1.6% | -0.3% | +1.9% | +1.8% |
| 30D | +5.1% | -0.8% | +5.9% | +5.6% |
| 3M | -0.4% | -1.0% | +0.6% | +0.3% |
| 6M | -2.2% | -1.8% | -0.4% | -1.0% |
| YTD | +20.5% | -0.7% | +21.2% | +21.3% |
| 1Y | +61.2% | +1.0% | +60.2% | +60.6% |
| 3Y | +43.1% | +18.8% | +24.3% | +31.1% |
| 5Y | +34.0% | +3.5% | +30.5% | +29.7% |
| 10Y | +469.7% | +29.2% | +440.4% | +440.7% |
| All | +47.6% | +98.3% | -50.7% | +105.5% |
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