+188.3%
FIS vs VALE
+2,275.1%
-2,086.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.7% | -0.9% |
| 7D | +1.1% | +1.6% | -0.5% | +0.7% |
| 30D | -2.2% | +5.1% | -7.3% | -3.4% |
| 3M | +2.1% | -0.4% | +2.5% | +1.8% |
| 6M | -14.7% | -2.2% | -12.5% | -15.0% |
| YTD | -35.7% | +20.5% | -56.2% | -39.2% |
| 1Y | -37.1% | +61.2% | -98.2% | -44.3% |
| 3Y | -20.0% | +43.1% | -63.1% | -28.3% |
| 5Y | -62.1% | +34.0% | -96.1% | -66.6% |
| 10Y | -37.4% | +469.7% | -507.1% | -63.1% |
| All | +188.3% | +2,275.1% | -2,086.8% | +19.5% |
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