+778.9%
FDX vs VALE
+1,701.1%
-922.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | +1.0% |
| 7D | +0.5% | +5.5% | -5.0% | -0.9% |
| 30D | +9.5% | -15.0% | +24.5% | +14.0% |
| 3M | -1.3% | -20.0% | +18.7% | +4.1% |
| 6M | +5.5% | -28.4% | +33.9% | +14.4% |
| YTD | +38.9% | -8.6% | +47.5% | +40.6% |
| 1Y | +58.8% | +2.0% | +56.9% | +56.1% |
| 3Y | +71.1% | +4.1% | +67.1% | +65.3% |
| 5Y | +76.3% | +46.4% | +29.9% | +49.6% |
| 10Y | +153.4% | +202.4% | -49.0% | +63.6% |
| All | +778.9% | +1,701.1% | -922.2% | +217.1% |
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