+37.8%
VALE vs VCLT
-16.7%
+54.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | -3.2% | -2.3% | -0.9% | -2.1% |
| 30D | -15.1% | +0.8% | -15.8% | -15.4% |
| 3M | -18.7% | -2.7% | -16.0% | -17.7% |
| 6M | -31.5% | -4.3% | -27.2% | -30.1% |
| YTD | -11.4% | -4.3% | -7.1% | -9.5% |
| 1Y | -1.9% | -4.4% | +2.5% | +0.3% |
| 3Y | +1.7% | +13.8% | -12.1% | -2.4% |
| All | +37.8% | -16.7% | +54.5% | +34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling