+2,320.2%
VALE vs VMC
+660.1%
+1,660.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.8% |
| 7D | +2.9% | -0.5% | +3.4% | +3.2% |
| 30D | +8.8% | -9.1% | +17.9% | +14.1% |
| 3M | +6.8% | -4.1% | +10.9% | +8.2% |
| 6M | +6.9% | -5.5% | +12.4% | +8.9% |
| YTD | +22.8% | -8.9% | +31.7% | +26.6% |
| 1Y | +61.3% | -12.9% | +74.2% | +69.4% |
| 3Y | +53.3% | +22.1% | +31.2% | +30.2% |
| 5Y | +44.9% | +52.7% | -7.9% | +4.8% |
| 10Y | +486.8% | +152.7% | +334.0% | +189.0% |
| All | +2,320.2% | +660.1% | +1,660.1% | +543.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling