+3,337.6%
FAST vs VALE
+2,275.1%
+1,062.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.0% | +0.8% |
| 7D | -0.4% | +1.6% | -2.0% | -0.8% |
| 30D | -0.8% | +5.1% | -5.9% | -2.2% |
| 3M | +5.8% | -0.4% | +6.2% | +5.5% |
| 6M | +8.0% | -2.2% | +10.2% | +7.7% |
| YTD | +25.6% | +20.5% | +5.1% | +18.3% |
| 1Y | +0.8% | +61.2% | -60.4% | -12.1% |
| 3Y | +86.1% | +43.1% | +43.0% | +64.1% |
| 5Y | +100.2% | +34.0% | +66.3% | +71.4% |
| 10Y | +494.2% | +469.7% | +24.5% | +205.3% |
| All | +3,337.6% | +2,275.1% | +1,062.6% | +911.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling