+1,654.5%
VALE vs VFC
+269.1%
+1,385.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.0% | +0.4% | -1.4% |
| 7D | -1.5% | -1.4% | -0.1% | -0.9% |
| 30D | -15.6% | +24.6% | -40.3% | -23.0% |
| 3M | -19.5% | +38.4% | -58.0% | -30.0% |
| 6M | -31.9% | +15.3% | -47.2% | -37.4% |
| YTD | -11.0% | +12.7% | -23.7% | -18.2% |
| 1Y | -2.1% | +32.7% | -34.8% | -16.5% |
| 3Y | +1.4% | +43.7% | -42.3% | -34.4% |
| 5Y | +36.2% | -69.2% | +105.3% | +84.7% |
| 10Y | +206.4% | -50.0% | +256.4% | +177.1% |
| All | +1,654.5% | +269.1% | +1,385.4% | +398.2% |
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