+323.9%
FISV vs VALE
+2,301.5%
-1,977.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.8% | -3.6% | -4.2% |
| 7D | -6.4% | -1.8% | -4.6% | -6.1% |
| 30D | -6.8% | +6.7% | -13.5% | -8.2% |
| 3M | -10.0% | +4.9% | -14.8% | -11.2% |
| 6M | -20.6% | +3.6% | -24.2% | -21.7% |
| YTD | -27.6% | +21.9% | -49.4% | -31.3% |
| 1Y | -64.3% | +61.6% | -125.9% | -68.2% |
| 3Y | -60.0% | +52.1% | -112.1% | -64.5% |
| 5Y | -57.7% | +43.2% | -100.9% | -63.2% |
| 10Y | -3.0% | +521.5% | -524.5% | -42.9% |
| All | +323.9% | +2,301.5% | -1,977.6% | +38.5% |
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