+43.2%
VALE vs VFC
-78.7%
+121.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.4% |
| 7D | -1.8% | -2.3% | +0.5% | -1.5% |
| 30D | +6.7% | -13.4% | +20.0% | +9.1% |
| 3M | +4.9% | -23.7% | +28.6% | +8.9% |
| 6M | +3.6% | -24.5% | +28.0% | +7.5% |
| YTD | +21.9% | -27.8% | +49.7% | +27.3% |
| 1Y | +61.6% | -13.5% | +75.0% | +62.9% |
| 3Y | +52.1% | -27.1% | +79.2% | +47.5% |
| 5Y | +43.2% | -79.0% | +122.2% | +79.0% |
| All | +43.2% | -78.7% | +121.9% | +79.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling