-51.1%
FIS vs VALE
+3.0%
-54.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +4.1% | -27.8% | -22.8% |
| 7D | -18.4% | -0.3% | -18.1% | -18.0% |
| 30D | -11.4% | -19.2% | +7.8% | -13.3% |
| 3M | -32.0% | -20.7% | -11.3% | -33.6% |
| 6M | -35.6% | -25.8% | -9.8% | -37.4% |
| YTD | -53.8% | -9.8% | -44.0% | -55.6% |
| 1Y | -51.1% | +3.7% | -54.7% | -55.2% |
| All | -51.1% | +3.0% | -54.1% | -55.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling