-22.6%
FPS vs VALE
-29.5%
+6.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +4.1% | -21.4% | -19.0% |
| 7D | -23.3% | -0.3% | -23.0% | -23.3% |
| 30D | -42.4% | -19.2% | -23.2% | -34.8% |
| 3M | -43.0% | -20.7% | -22.3% | -35.2% |
| 6M | -44.5% | -25.8% | -18.7% | -34.7% |
| All | -22.6% | -29.5% | +6.9% | -9.6% |
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 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