-40.4%
FIS vs VALE
+57.7%
-98.2%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.0% |
| 7D | -8.9% | -0.2% | -8.7% | -8.9% |
| 30D | -9.9% | +9.7% | -19.7% | -8.7% |
| 3M | 0.0% | +5.3% | -5.3% | +1.0% |
| 6M | -22.9% | +0.5% | -23.4% | -22.1% |
| YTD | -40.9% | +20.6% | -61.5% | -40.3% |
| 1Y | -40.4% | +57.6% | -98.0% | -40.0% |
| All | -40.4% | +57.7% | -98.2% | -40.0% |
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