+156.3%
FDX vs VALE
+223.9%
-67.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.3% | +0.2% | +2.6% |
| 7D | +0.2% | +5.6% | -5.4% | -1.3% |
| 30D | +9.3% | -12.1% | +21.4% | +13.0% |
| 3M | +0.5% | -16.3% | +16.8% | +5.0% |
| 6M | +5.3% | -26.0% | +31.3% | +13.5% |
| YTD | +38.6% | -5.5% | +44.1% | +39.0% |
| 1Y | +53.5% | +6.7% | +46.8% | +48.8% |
| 3Y | +74.2% | +10.2% | +64.1% | +65.1% |
| 5Y | +75.3% | +49.7% | +25.5% | +45.2% |
| 10Y | +156.3% | +222.3% | -66.0% | +79.2% |
| All | +156.3% | +223.9% | -67.7% | +79.2% |
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 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