+3,553.2%
FIX vs VALE
+204.8%
+3,348.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | +9.4% | -3.2% | +12.6% | +10.6% |
| 30D | -27.8% | -15.1% | -12.7% | -24.4% |
| 3M | -35.6% | -18.7% | -16.9% | -31.8% |
| 6M | -45.2% | -31.5% | -13.8% | -39.0% |
| YTD | +19.5% | -11.4% | +30.9% | +23.8% |
| 1Y | +24.2% | -1.9% | +26.1% | +24.9% |
| 3Y | +494.2% | +1.7% | +492.5% | +480.6% |
| 5Y | +1,036.1% | +35.4% | +1,000.7% | +864.9% |
| All | +3,553.2% | +204.8% | +3,348.4% | +2,373.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling