+1,086.7%
FLEX vs VALE
+493.0%
+593.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.7% | -1.1% |
| 7D | +6.4% | -1.8% | +8.2% | +7.1% |
| 30D | -5.9% | +6.7% | -12.5% | -8.3% |
| 3M | -23.5% | +4.9% | -28.3% | -24.9% |
| 6M | +83.7% | +3.6% | +80.1% | +81.8% |
| YTD | +86.5% | +21.9% | +64.6% | +73.6% |
| 1Y | +100.5% | +61.6% | +38.9% | +69.1% |
| 3Y | +469.8% | +52.1% | +417.7% | +383.1% |
| 5Y | +725.7% | +43.2% | +682.5% | +575.7% |
| 10Y | +1,086.7% | +521.5% | +565.2% | +561.6% |
| All | +1,086.7% | +493.0% | +593.8% | +561.6% |
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