-23.6%
FIS vs VALE
+53.3%
-76.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.9% | -7.8% | -6.1% |
| 7D | -3.5% | +2.9% | -6.4% | -3.7% |
| 30D | -7.8% | +8.8% | -16.6% | -8.6% |
| 3M | +0.8% | +6.8% | -5.9% | +0.1% |
| 6M | -21.9% | +6.9% | -28.8% | -22.6% |
| YTD | -39.5% | +22.8% | -62.3% | -42.3% |
| 1Y | -41.0% | +61.3% | -102.2% | -47.2% |
| 3Y | -23.6% | +53.3% | -76.9% | -33.0% |
| All | -23.6% | +53.3% | -76.9% | -33.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling