+178.8%
FDX vs VALE
+493.0%
-314.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.4% |
| 7D | -2.3% | -1.8% | -0.5% | -1.9% |
| 30D | -4.9% | +6.7% | -11.5% | -6.7% |
| 3M | -6.5% | +4.9% | -11.3% | -7.9% |
| 6M | +6.7% | +3.6% | +3.1% | +5.0% |
| YTD | +33.9% | +21.9% | +12.0% | +25.7% |
| 1Y | +72.2% | +61.6% | +10.6% | +49.5% |
| 3Y | +60.2% | +52.1% | +8.1% | +39.3% |
| 5Y | +62.9% | +43.2% | +19.8% | +37.5% |
| 10Y | +178.8% | +521.5% | -342.7% | +53.0% |
| All | +178.8% | +493.0% | -314.2% | +53.0% |
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