+548.6%
FAST vs VALE
+200.9%
+347.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +4.3% | +1.3% | +3.0% | +4.0% |
| 30D | +8.3% | -14.3% | +22.7% | +11.5% |
| 3M | +6.5% | -16.8% | +23.3% | +10.1% |
| 6M | +29.5% | -30.2% | +59.7% | +38.3% |
| YTD | +41.3% | -8.6% | +49.9% | +42.0% |
| 1Y | +37.4% | +1.6% | +35.8% | +35.1% |
| 3Y | +98.5% | +4.1% | +94.4% | +91.4% |
| 5Y | +111.1% | +38.7% | +72.4% | +83.3% |
| 10Y | +548.6% | +214.6% | +334.0% | +350.6% |
| All | +548.6% | +200.9% | +347.7% | +350.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE 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 VALE 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