+1,335.0%
FERG vs VALE
+42.9%
+1,292.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.0% |
| 7D | +3.4% | +2.9% | +0.5% | +3.2% |
| 30D | -11.5% | +8.8% | -20.3% | -11.9% |
| 3M | +1.3% | +6.8% | -5.5% | +0.9% |
| 6M | -1.0% | +6.9% | -7.9% | -1.4% |
| YTD | +3.2% | +22.8% | -19.6% | +2.0% |
| 1Y | -3.0% | +61.3% | -64.2% | -5.4% |
| 3Y | +55.0% | +53.3% | +1.7% | +51.0% |
| 5Y | +72.6% | +44.9% | +27.8% | +67.8% |
| 10Y | +358.9% | +486.8% | -127.8% | +331.8% |
| All | +1,335.0% | +42.9% | +1,292.2% | +1,293.6% |
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