+41.8%
VALE vs VMC
+47.2%
-5.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -0.2% | -3.7% | +3.5% | +0.8% |
| 30D | +9.7% | -12.8% | +22.5% | +13.9% |
| 3M | +5.3% | -7.9% | +13.2% | +7.3% |
| 6M | +0.5% | -7.5% | +8.1% | +2.3% |
| YTD | +20.6% | -11.6% | +32.2% | +23.8% |
| 1Y | +57.6% | -14.3% | +71.8% | +62.8% |
| 3Y | +50.6% | +18.5% | +32.1% | +37.9% |
| 5Y | +41.8% | +46.8% | -4.9% | +17.3% |
| All | +41.8% | +47.2% | -5.4% | +17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling