+35.8%
FAST vs VALE
+1.0%
+34.8%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.8% | +0.8% |
| 7D | +4.8% | +5.5% | -0.7% | +4.2% |
| 30D | +8.6% | -15.0% | +23.6% | +10.4% |
| 3M | +5.7% | -20.0% | +25.7% | +7.9% |
| 6M | +25.5% | -28.4% | +53.9% | +30.1% |
| YTD | +39.6% | -8.6% | +48.2% | +32.8% |
| All | +35.8% | +1.0% | +34.8% | +23.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling