+204.8%
VALE vs VMC
+125.2%
+79.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | 0.0% | -0.3% |
| 7D | -3.2% | -1.3% | -1.9% | -2.7% |
| 30D | -15.1% | +15.5% | -30.5% | -19.9% |
| 3M | -18.7% | +0.6% | -19.3% | -19.2% |
| 6M | -31.5% | +2.1% | -33.5% | -32.7% |
| YTD | -11.4% | -1.6% | -9.9% | -12.3% |
| 1Y | -1.9% | -1.2% | -0.7% | -3.0% |
| 3Y | +1.7% | +35.3% | -33.6% | -13.8% |
| 5Y | +35.4% | +43.6% | -8.2% | +9.5% |
| All | +204.8% | +125.2% | +79.6% | +82.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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