+153.5%
FDX vs VALE
+204.8%
-51.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.7% |
| 7D | +5.2% | -3.2% | +8.4% | +6.1% |
| 30D | +11.3% | -15.1% | +26.3% | +16.1% |
| 3M | -4.1% | -18.7% | +14.6% | +1.0% |
| 6M | +9.6% | -31.5% | +41.1% | +20.7% |
| YTD | +40.9% | -11.4% | +52.3% | +43.8% |
| 1Y | +53.0% | -1.9% | +54.9% | +51.7% |
| 3Y | +74.1% | +1.7% | +72.4% | +68.5% |
| 5Y | +75.1% | +35.4% | +39.7% | +49.2% |
| All | +153.5% | +204.8% | -51.3% | +81.0% |
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