+64.4%
FDX vs VALE
+41.9%
+22.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.9% | -4.5% | -3.0% |
| 7D | -3.3% | +2.9% | -6.2% | -4.0% |
| 30D | -1.4% | +8.8% | -10.2% | -3.4% |
| 3M | -4.5% | +6.8% | -11.3% | -6.1% |
| 6M | +9.4% | +6.9% | +2.5% | +7.3% |
| YTD | +36.0% | +22.8% | +13.2% | +29.0% |
| 1Y | +75.5% | +61.3% | +14.3% | +56.8% |
| 3Y | +62.8% | +53.3% | +9.5% | +44.7% |
| 5Y | +64.4% | +44.9% | +19.5% | +32.9% |
| All | +64.4% | +41.9% | +22.5% | +32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling