+105.3%
FAST vs VALE
+35.2%
+70.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.6% |
| 7D | +4.2% | -3.2% | +7.3% | +4.5% |
| 30D | +6.7% | -15.1% | +21.7% | +8.7% |
| 3M | +8.0% | -18.7% | +26.7% | +10.5% |
| 6M | +27.4% | -31.5% | +58.9% | +33.0% |
| YTD | +40.5% | -11.4% | +51.9% | +41.4% |
| 1Y | +38.4% | -1.9% | +40.2% | +37.4% |
| 3Y | +98.7% | +1.7% | +97.0% | +93.2% |
| All | +105.3% | +35.2% | +70.1% | +90.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling