+2,105.4%
FIX vs VALE
+34.7%
+2,070.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | +6.0% | +1.6% | +4.4% | +5.6% |
| 30D | -7.2% | +5.1% | -12.4% | -8.5% |
| 3M | -15.9% | -0.4% | -15.4% | -15.8% |
| 6M | +12.7% | -2.2% | +14.9% | +13.2% |
| YTD | +72.8% | +20.5% | +52.3% | +67.0% |
| 1Y | +122.9% | +61.2% | +61.7% | +104.8% |
| 3Y | +774.3% | +43.1% | +731.2% | +706.6% |
| All | +2,105.4% | +34.7% | +2,070.8% | +2,063.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling