-40.7%
FIS vs VALE
+528.4%
-569.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.4% |
| 7D | -8.9% | -0.2% | -8.7% | -8.9% |
| 30D | -9.9% | +9.7% | -19.7% | -11.7% |
| 3M | 0.0% | +5.3% | -5.3% | -1.5% |
| 6M | -22.9% | +0.5% | -23.4% | -23.6% |
| YTD | -40.9% | +20.6% | -61.5% | -44.1% |
| 1Y | -40.4% | +57.6% | -98.0% | -47.1% |
| 3Y | -25.4% | +50.6% | -75.9% | -34.0% |
| 5Y | -64.8% | +41.8% | -106.7% | -69.5% |
| All | -40.7% | +528.4% | -569.1% | -61.7% |
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 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