-17.7%
FISV vs VALE
+1.5%
-19.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.5% |
| 7D | -7.2% | -0.2% | -7.0% | -7.2% |
| 30D | -7.2% | +9.7% | -16.9% | -6.9% |
| 3M | -8.2% | +5.3% | -13.4% | -8.1% |
| 6M | -17.7% | +0.5% | -18.2% | -18.4% |
| All | -17.7% | +1.5% | -19.2% | -18.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling