+12.0%
VALE vs VCIT
+96.4%
-84.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.3% |
| 7D | +1.8% | +0.1% | +1.7% | +1.7% |
| 30D | -14.8% | +1.9% | -16.8% | -15.9% |
| 3M | -19.0% | -1.4% | -17.6% | -18.3% |
| 6M | -27.7% | -2.1% | -25.6% | -26.7% |
| YTD | -8.5% | -1.6% | -6.9% | -7.4% |
| 1Y | +2.6% | -0.9% | +3.5% | +3.5% |
| 3Y | +4.0% | +20.0% | -15.9% | -5.0% |
| 5Y | +51.2% | +3.1% | +48.1% | +46.9% |
| 10Y | +263.0% | +28.7% | +234.3% | +247.1% |
| All | +12.0% | +96.4% | -84.4% | +56.9% |
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