+489.2%
VALE vs VFC
-69.1%
+558.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.4% | -4.7% | -1.5% |
| 7D | -0.3% | -1.4% | +1.1% | +0.1% |
| 30D | +8.6% | -9.0% | +17.6% | +11.2% |
| 3M | +2.0% | -24.2% | +26.2% | +8.6% |
| 6M | +2.1% | -18.5% | +20.6% | +6.2% |
| YTD | +20.2% | -25.9% | +46.1% | +28.0% |
| 1Y | +55.2% | -13.0% | +68.1% | +56.0% |
| 3Y | +45.9% | -20.3% | +66.2% | +29.0% |
| 5Y | +41.4% | -78.1% | +119.5% | +114.9% |
| All | +489.2% | -69.1% | +558.3% | +634.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 10y: compounded portfolio wealth divided by compounded VFC 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…
10y analysis · Full analysis span regression · 6 months rolling