-1.9%
VALE vs VFC
+37.3%
-39.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.2% | -3.8% | -1.1% |
| 7D | -3.2% | +1.6% | -4.8% | -3.5% |
| 30D | -15.1% | +25.5% | -40.5% | -18.5% |
| 3M | -18.7% | +41.3% | -60.0% | -23.9% |
| 6M | -31.5% | +22.2% | -53.7% | -34.5% |
| YTD | -11.4% | +16.4% | -27.8% | -14.4% |
| 1Y | -1.9% | +38.4% | -40.3% | -7.7% |
| All | -1.9% | +37.3% | -39.2% | -7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling