+1,526.4%
FERG vs VALE
+3.0%
+1,523.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.2% | +0.7% |
| 7D | +9.7% | -3.2% | +12.9% | +10.0% |
| 30D | +15.0% | -15.1% | +30.1% | +16.1% |
| 3M | +3.8% | -18.7% | +22.4% | +4.9% |
| 6M | +10.6% | -31.5% | +42.1% | +12.9% |
| YTD | +17.0% | -11.4% | +28.4% | +17.8% |
| 1Y | +7.1% | -1.9% | +8.9% | +7.3% |
| 3Y | +67.7% | +1.7% | +66.1% | +66.9% |
| 5Y | +76.4% | +35.4% | +41.0% | +73.7% |
| 10Y | +424.2% | +204.8% | +219.4% | +406.1% |
| All | +1,526.4% | +3.0% | +1,523.3% | +1,508.7% |
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