+3,591.2%
FAST vs VALE
+1,702.7%
+1,888.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.1% | -0.1% |
| 7D | +2.1% | +1.8% | +0.3% | +1.6% |
| 30D | +6.9% | -14.8% | +21.7% | +11.1% |
| 3M | +4.8% | -19.0% | +23.9% | +10.1% |
| 6M | +19.8% | -27.7% | +47.5% | +29.0% |
| YTD | +34.9% | -8.5% | +43.4% | +35.9% |
| 1Y | +32.8% | +2.6% | +30.1% | +29.8% |
| 3Y | +93.7% | +4.0% | +89.7% | +85.3% |
| 5Y | +105.3% | +51.2% | +54.1% | +69.4% |
| 10Y | +595.4% | +263.0% | +332.3% | +303.1% |
| All | +3,591.2% | +1,702.7% | +1,888.5% | +1,061.2% |
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