+351.3%
FERG vs VALE
+526.3%
-175.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | -2.6% | -0.3% | -2.3% | -2.5% |
| 30D | -8.9% | +8.6% | -17.5% | -9.6% |
| 3M | -2.0% | +2.0% | -4.0% | -2.3% |
| 6M | -3.2% | +2.1% | -5.3% | -3.5% |
| YTD | +1.5% | +20.2% | -18.7% | -0.1% |
| 1Y | +0.5% | +55.2% | -54.7% | -3.0% |
| 3Y | +50.4% | +45.9% | +4.5% | +44.9% |
| 5Y | +68.7% | +41.4% | +27.3% | +61.8% |
| All | +351.3% | +526.3% | -175.0% | +345.8% |
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