+507.7%
FAST vs VALE
+473.3%
+34.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.8% |
| 7D | +1.3% | +2.9% | -1.6% | +0.6% |
| 30D | -4.7% | +8.8% | -13.5% | -6.5% |
| 3M | +7.9% | +6.8% | +1.2% | +6.2% |
| 6M | +7.4% | +6.9% | +0.5% | +5.4% |
| YTD | +25.1% | +22.8% | +2.2% | +18.8% |
| 1Y | +4.7% | +61.3% | -56.6% | -6.2% |
| 3Y | +94.7% | +53.3% | +41.4% | +73.6% |
| 5Y | +106.8% | +44.9% | +61.9% | +79.7% |
| 10Y | +507.7% | +486.8% | +20.9% | +255.0% |
| All | +507.7% | +473.3% | +34.3% | +255.0% |
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