+46.4%
VALE vs VCLT
+11.3%
+35.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.1% | -0.2% |
| 7D | -0.2% | -1.3% | +1.1% | +0.8% |
| 30D | +9.7% | -1.1% | +10.9% | +10.6% |
| 3M | +5.3% | -3.7% | +8.9% | +8.2% |
| 6M | +0.5% | -4.0% | +4.6% | +3.7% |
| YTD | +20.6% | -3.4% | +24.0% | +23.8% |
| 1Y | +57.6% | -4.1% | +61.7% | +62.5% |
| All | +46.4% | +11.3% | +35.1% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 3y: compounded portfolio wealth divided by compounded VCLT 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…
3y analysis · Full analysis span regression · 6 months rolling