+422.0%
FLEX vs VALE
+1,702.7%
-1,280.7%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.2% | +3.3% | +4.1% |
| 7D | -19.3% | +1.8% | -21.1% | -20.1% |
| 30D | -41.5% | -14.8% | -26.7% | -38.1% |
| 3M | -43.1% | -19.0% | -24.1% | -38.9% |
| 6M | -48.2% | -27.7% | -20.5% | -41.8% |
| YTD | +15.5% | -8.5% | +24.0% | +18.8% |
| 1Y | +10.2% | +2.6% | +7.6% | +8.5% |
| 3Y | +256.8% | +4.0% | +252.8% | +244.4% |
| 5Y | +408.2% | +51.2% | +357.0% | +301.7% |
| 10Y | +580.9% | +263.0% | +317.8% | +247.1% |
| All | +422.0% | +1,702.7% | -1,280.7% | -17.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling