+47.9%
VALE vs VMC
+17.4%
+30.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | 0.0% |
| 7D | -1.8% | -5.3% | +3.5% | -0.5% |
| 30D | +6.7% | -12.3% | +18.9% | +10.0% |
| 3M | +4.9% | -10.3% | +15.2% | +7.4% |
| 6M | +3.6% | -8.6% | +12.1% | +5.5% |
| YTD | +21.9% | -11.9% | +33.8% | +24.7% |
| 1Y | +61.6% | -13.9% | +75.5% | +65.9% |
| All | +47.9% | +17.4% | +30.5% | +33.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling