+547.9%
FAST vs VALE
+223.9%
+324.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.3% | -0.3% | +2.3% |
| 7D | +3.8% | +5.6% | -1.7% | +2.7% |
| 30D | +8.1% | -12.1% | +20.2% | +10.7% |
| 3M | +5.8% | -16.3% | +22.1% | +9.2% |
| 6M | +24.9% | -26.0% | +50.8% | +31.8% |
| YTD | +38.9% | -5.5% | +44.4% | +38.7% |
| 1Y | +36.5% | +6.7% | +29.8% | +32.9% |
| 3Y | +98.1% | +10.2% | +88.0% | +88.8% |
| 5Y | +109.3% | +49.7% | +59.6% | +78.5% |
| 10Y | +547.9% | +222.3% | +325.7% | +342.6% |
| All | +547.9% | +223.9% | +324.0% | +342.6% |
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