+652.8%
FLEX vs VALE
+214.6%
+438.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | 0.0% | +3.8% | +3.8% |
| 7D | +2.2% | +1.3% | +0.9% | +1.9% |
| 30D | -32.6% | -14.3% | -18.3% | -28.8% |
| 3M | -35.5% | -16.8% | -18.7% | -31.2% |
| 6M | -45.6% | -30.2% | -15.3% | -38.0% |
| YTD | +30.7% | -8.6% | +39.3% | +35.0% |
| 1Y | +28.4% | +1.6% | +26.7% | +27.5% |
| 3Y | +301.7% | +4.1% | +297.6% | +289.6% |
| 5Y | +473.3% | +38.7% | +434.6% | +370.3% |
| All | +652.8% | +214.6% | +438.2% | +370.4% |
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 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