+97.4%
FIS vs VALE
+1,654.5%
-1,557.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.6% | -3.5% | -5.6% |
| 7D | -3.5% | -1.5% | -2.0% | -3.2% |
| 30D | -19.4% | -15.6% | -3.8% | -16.8% |
| 3M | -31.6% | -19.5% | -12.0% | -28.8% |
| 6M | -32.5% | -31.9% | -0.7% | -27.5% |
| YTD | -56.0% | -11.0% | -45.0% | -55.8% |
| 1Y | -55.5% | -2.1% | -53.4% | -56.4% |
| 3Y | -41.3% | +1.4% | -42.7% | -43.6% |
| 5Y | -72.3% | +36.2% | -108.4% | -75.8% |
| 10Y | -55.0% | +206.4% | -261.4% | -69.7% |
| All | +97.4% | +1,654.5% | -1,557.0% | -13.2% |
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 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