-53.1%
FISV vs VALE
+40.3%
-93.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.3% | +5.7% | +5.4% |
| 7D | -2.7% | -0.3% | -2.4% | -2.7% |
| 30D | 0.0% | +8.6% | -8.6% | -0.9% |
| 3M | -2.8% | +2.0% | -4.8% | -3.2% |
| 6M | -11.8% | +2.1% | -13.9% | -12.3% |
| YTD | -23.2% | +20.2% | -43.4% | -25.7% |
| 1Y | -62.0% | +55.2% | -117.1% | -64.6% |
| 3Y | -57.6% | +45.9% | -103.5% | -60.7% |
| All | -53.1% | +40.3% | -93.4% | -56.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling