+50.4%
VALE vs VCLT
+103.3%
-53.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +2.9% | +0.3% | +2.6% | +2.8% |
| 30D | +8.8% | -0.6% | +9.4% | +8.9% |
| 3M | +6.8% | -2.2% | +9.0% | +7.3% |
| 6M | +6.9% | -2.9% | +9.8% | +7.6% |
| YTD | +22.8% | -2.1% | +24.9% | +23.4% |
| 1Y | +61.3% | -2.6% | +63.8% | +62.2% |
| 3Y | +53.3% | +12.5% | +40.8% | +50.5% |
| 5Y | +44.9% | -15.3% | +60.1% | +45.2% |
| 10Y | +486.8% | +16.6% | +470.1% | +507.3% |
| All | +50.4% | +103.3% | -53.0% | +132.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling