+469.2%
FLEX vs VALE
+1,701.1%
-1,232.0%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.3% | +0.6% | -1.4% |
| 7D | -13.6% | +5.5% | -19.1% | -15.4% |
| 30D | -36.5% | -15.0% | -21.5% | -32.7% |
| 3M | -36.4% | -20.0% | -16.4% | -31.3% |
| 6M | -46.5% | -28.4% | -18.1% | -39.6% |
| YTD | +25.9% | -8.6% | +34.5% | +29.7% |
| 1Y | +19.6% | +2.0% | +17.6% | +18.1% |
| 3Y | +287.0% | +4.1% | +282.9% | +273.9% |
| 5Y | +466.6% | +46.4% | +420.2% | +354.3% |
| 10Y | +626.9% | +202.4% | +424.5% | +298.1% |
| All | +469.2% | +1,701.1% | -1,232.0% | -10.1% |
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