+2,275.1%
VALE vs VFC
+146.1%
+2,129.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.6% | -1.2% |
| 7D | +1.6% | -1.6% | +3.2% | +2.2% |
| 30D | +5.1% | -11.6% | +16.8% | +10.2% |
| 3M | -0.4% | -18.1% | +17.7% | +5.8% |
| 6M | -2.2% | -27.4% | +25.1% | +8.4% |
| YTD | +20.5% | -24.8% | +45.4% | +31.0% |
| 1Y | +61.2% | -8.2% | +69.4% | +57.8% |
| 3Y | +43.1% | -29.1% | +72.3% | +23.9% |
| 5Y | +34.0% | -79.2% | +113.1% | +112.2% |
| 10Y | +469.7% | -68.1% | +537.8% | +527.0% |
| All | +2,275.1% | +146.1% | +2,129.0% | +698.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling