+14.5%
FIX vs VALE
+5.1%
+9.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.3% | +6.1% | +7.8% |
| 7D | -7.2% | +5.6% | -12.8% | -9.9% |
| 30D | -35.1% | -12.1% | -23.0% | -29.8% |
| 3M | -34.3% | -16.3% | -18.0% | -27.3% |
| 6M | -42.9% | -26.0% | -17.0% | -31.6% |
| YTD | +19.5% | -5.5% | +25.0% | +23.4% |
| All | +14.5% | +5.1% | +9.4% | +10.4% |
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 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