+100.5%
FLEX vs VALE
+58.5%
+42.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.7% | -0.9% |
| 7D | +6.4% | -1.8% | +8.2% | +7.6% |
| 30D | -5.9% | +6.7% | -12.5% | -10.3% |
| 3M | -23.5% | +4.9% | -28.3% | -26.1% |
| 6M | +83.7% | +3.6% | +80.1% | +78.6% |
| YTD | +86.5% | +21.9% | +64.6% | +63.0% |
| 1Y | +100.5% | +61.6% | +38.9% | +37.7% |
| All | +100.5% | +58.5% | +42.0% | +37.7% |
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