+14.4%
FIX vs VALE
+3.0%
+11.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +4.1% | -19.2% | -17.1% |
| 7D | -18.9% | -0.3% | -18.6% | -19.0% |
| 30D | -36.3% | -19.2% | -17.1% | -27.8% |
| 3M | -38.5% | -20.7% | -17.8% | -30.0% |
| 6M | -42.3% | -25.8% | -16.5% | -31.3% |
| YTD | +17.1% | -9.8% | +26.9% | +22.0% |
| 1Y | +14.4% | +3.7% | +10.7% | +3.0% |
| All | +14.4% | +3.0% | +11.4% | +3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling