+726.2%
FLEX vs VALE
+41.9%
+684.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.9% | +2.5% | +3.7% |
| 7D | +7.0% | +2.9% | +4.1% | +5.9% |
| 30D | -5.8% | +8.8% | -14.6% | -8.7% |
| 3M | -24.2% | +6.8% | -31.0% | -26.0% |
| 6M | +90.8% | +6.9% | +83.9% | +87.2% |
| YTD | +89.2% | +22.8% | +66.4% | +77.8% |
| 1Y | +104.7% | +61.3% | +43.5% | +77.9% |
| 3Y | +478.1% | +53.3% | +424.8% | +401.6% |
| 5Y | +726.2% | +44.9% | +681.3% | +643.3% |
| All | +726.2% | +41.9% | +684.3% | +643.3% |
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